+59.7%
XOM vs OMC
+11.1%
+48.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +1.9% | -6.2% | +8.1% | +2.5% |
| 30D | +4.1% | -7.6% | +11.6% | +4.9% |
| 3M | +10.4% | +7.4% | +3.0% | +8.9% |
| 6M | +13.0% | +0.1% | +12.9% | +12.5% |
| YTD | +40.1% | +0.4% | +39.6% | +39.0% |
| 1Y | +51.1% | +7.8% | +43.4% | +47.2% |
| All | +59.7% | +11.1% | +48.6% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling