+192.9%
XOM vs OMC
+34.2%
+158.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | +4.1% | -4.4% | +8.5% | +5.7% |
| 30D | +4.6% | -7.6% | +12.2% | +7.3% |
| 3M | +14.0% | +4.5% | +9.4% | +10.9% |
| 6M | +11.0% | -0.3% | +11.2% | +9.4% |
| YTD | +40.7% | -0.1% | +40.8% | +36.8% |
| 1Y | +52.3% | +4.6% | +47.7% | +44.3% |
| 3Y | +60.5% | +10.5% | +50.0% | +43.4% |
| 5Y | +266.4% | +31.7% | +234.7% | +182.9% |
| All | +192.9% | +34.2% | +158.7% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling