+4,391.7%
XOM vs NSC
+5,636.1%
-1,244.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.7% |
| 7D | 0.0% | -2.0% | +2.1% | +0.7% |
| 30D | +3.4% | -3.2% | +6.6% | +4.4% |
| 3M | +11.0% | +3.9% | +7.1% | +9.3% |
| 6M | +10.6% | +7.8% | +2.8% | +7.2% |
| YTD | +39.2% | +13.4% | +25.8% | +32.6% |
| 1Y | +52.7% | +20.3% | +32.4% | +42.6% |
| 3Y | +56.8% | +76.1% | -19.3% | +26.5% |
| 5Y | +261.8% | +45.0% | +216.8% | +208.0% |
| 10Y | +191.3% | +335.7% | -144.4% | +76.3% |
| All | +4,391.7% | +5,636.1% | -1,244.4% | +1,230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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