+217.8%
XOM vs NET
+1,381.0%
-1,163.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -4.5% |
| 7D | -7.0% | -16.4% | +9.4% | -6.5% |
| 30D | +3.2% | -25.8% | +29.1% | +4.2% |
| 3M | +10.7% | -11.5% | +22.2% | +10.9% |
| 6M | +11.6% | +18.9% | -7.3% | +10.4% |
| YTD | +43.5% | +35.2% | +8.3% | +40.8% |
| 1Y | +52.6% | +14.5% | +38.1% | +50.7% |
| 3Y | +73.3% | +313.8% | -240.5% | +61.0% |
| 5Y | +213.1% | +32.6% | +180.6% | +189.4% |
| All | +217.8% | +1,381.0% | -1,163.2% | +142.5% |
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