+52.6%
XOM vs NOC
-7.1%
+59.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -3.9% |
| 7D | -7.0% | -5.0% | -2.0% | -6.2% |
| 30D | +3.2% | +10.3% | -7.1% | +2.1% |
| 3M | +10.7% | -4.3% | +15.0% | +11.3% |
| 6M | +11.6% | -6.5% | +18.1% | +12.6% |
| YTD | +43.5% | -6.7% | +50.2% | +40.9% |
| 1Y | +52.6% | -7.5% | +60.1% | +50.2% |
| All | +52.6% | -7.1% | +59.7% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling