+199.4%
XOM vs NET
+1,449.6%
-1,250.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.6% |
| 7D | +1.8% | -7.0% | +8.7% | +2.0% |
| 30D | +5.9% | -4.8% | +10.6% | +5.9% |
| 3M | +5.6% | +3.8% | +1.7% | +5.3% |
| 6M | +7.9% | +50.0% | -42.2% | +5.8% |
| YTD | +35.2% | +41.5% | -6.3% | +32.7% |
| 1Y | +46.0% | +32.8% | +13.2% | +43.5% |
| 3Y | +55.0% | +335.9% | -280.9% | +43.8% |
| 5Y | +246.3% | +113.8% | +132.5% | +216.0% |
| All | +199.4% | +1,449.6% | -1,250.1% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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