+58.9%
XOM vs NXT
+181.9%
-123.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | -2.4% | +2.9% | -5.2% | -2.4% |
| 30D | +5.7% | -17.2% | +22.9% | +6.2% |
| 3M | +6.6% | -32.0% | +38.6% | +7.7% |
| 6M | +7.7% | -15.8% | +23.4% | +7.0% |
| YTD | +36.2% | -1.9% | +38.1% | +33.7% |
| 1Y | +50.5% | +22.5% | +28.0% | +44.9% |
| 3Y | +53.4% | +100.5% | -47.2% | +38.5% |
| All | +58.9% | +181.9% | -123.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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