+4,419.1%
XOM vs NOC
+16,586.0%
-12,167.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | +1.9% | -1.8% | +3.6% | +2.3% |
| 30D | +4.1% | -9.4% | +13.5% | +6.8% |
| 3M | +10.4% | -3.8% | +14.3% | +11.3% |
| 6M | +13.0% | -28.8% | +41.8% | +23.1% |
| YTD | +40.1% | -7.9% | +47.9% | +41.9% |
| 1Y | +51.1% | -9.0% | +60.2% | +53.4% |
| 3Y | +57.7% | +29.1% | +28.7% | +43.2% |
| 5Y | +264.7% | +58.9% | +205.8% | +209.4% |
| 10Y | +193.1% | +191.2% | +1.8% | +109.5% |
| All | +4,419.1% | +16,586.0% | -12,167.0% | +1,555.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling