+852.4%
XOM vs NRG
+1,484.6%
-632.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.4% |
| 7D | +1.9% | -0.2% | +2.0% | +1.8% |
| 30D | +4.1% | -6.8% | +10.9% | +5.5% |
| 3M | +10.4% | -7.1% | +17.5% | +10.8% |
| 6M | +13.0% | -27.6% | +40.6% | +19.2% |
| YTD | +40.1% | -29.2% | +69.3% | +47.5% |
| 1Y | +51.1% | -29.9% | +81.0% | +58.3% |
| 3Y | +57.7% | +198.7% | -140.9% | +2.3% |
| 5Y | +264.7% | +192.9% | +71.8% | +132.1% |
| 10Y | +193.1% | +1,084.1% | -891.1% | +15.7% |
| All | +852.4% | +1,484.6% | -632.2% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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