+4,439.9%
XOM vs NTRS
+7,800.3%
-3,360.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +4.1% | +1.4% | +2.7% | +3.7% |
| 30D | +4.6% | -0.7% | +5.2% | +4.7% |
| 3M | +14.0% | +11.3% | +2.6% | +10.0% |
| 6M | +11.0% | +35.5% | -24.6% | +0.3% |
| YTD | +40.7% | +40.6% | +0.1% | +25.3% |
| 1Y | +52.3% | +49.2% | +3.1% | +32.8% |
| 3Y | +60.5% | +167.2% | -106.8% | +14.3% |
| 5Y | +266.4% | +94.9% | +171.5% | +181.3% |
| 10Y | +194.4% | +259.5% | -65.0% | +87.9% |
| All | +4,439.9% | +7,800.3% | -3,360.5% | +1,629.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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