+192.9%
XOM vs NEM
+319.0%
-126.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +4.1% | -1.0% | +5.1% | +4.2% |
| 30D | +4.6% | +7.8% | -3.3% | +3.6% |
| 3M | +14.0% | +30.2% | -16.3% | +10.3% |
| 6M | +11.0% | +9.6% | +1.4% | +8.9% |
| YTD | +40.7% | +27.8% | +12.9% | +34.7% |
| 1Y | +52.3% | +60.7% | -8.4% | +40.4% |
| 3Y | +60.5% | +245.3% | -184.8% | +29.2% |
| 5Y | +266.4% | +155.3% | +111.1% | +208.4% |
| All | +192.9% | +319.0% | -126.1% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling