+4,391.7%
XOM vs NEM
+490.6%
+3,901.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | 0.0% | +3.1% | -3.0% | -0.3% |
| 30D | +3.4% | +10.0% | -6.5% | +2.1% |
| 3M | +11.0% | +30.9% | -19.9% | +7.0% |
| 6M | +10.6% | +10.5% | +0.1% | +8.1% |
| YTD | +39.2% | +29.7% | +9.5% | +33.0% |
| 1Y | +52.7% | +71.1% | -18.4% | +40.1% |
| 3Y | +56.8% | +252.1% | -195.3% | +29.0% |
| 5Y | +261.8% | +157.7% | +104.1% | +207.0% |
| 10Y | +191.3% | +319.4% | -128.1% | +126.8% |
| All | +4,391.7% | +490.6% | +3,901.2% | +2,885.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling