+257.2%
XOM vs NEM
+155.2%
+102.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 3M | +14.0% | +30.2% | -16.3% | +11.2% |
| 6M | +11.0% | +9.6% | +1.4% | +9.6% |
| YTD | +40.7% | +27.8% | +12.9% | +35.8% |
| 1Y | +52.3% | +60.7% | -8.4% | +41.7% |
| 3Y | +60.5% | +245.3% | -184.8% | +29.8% |
| All | +257.2% | +155.2% | +102.1% | +237.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling