+257.2%
XOM vs OMC
+30.5%
+226.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | +4.1% | -4.4% | +8.5% | +4.8% |
| 30D | +4.6% | -7.6% | +12.2% | +5.8% |
| 3M | +14.0% | +4.5% | +9.4% | +12.5% |
| 6M | +11.0% | -0.3% | +11.2% | +10.3% |
| YTD | +40.7% | -0.1% | +40.8% | +39.2% |
| 1Y | +52.3% | +4.6% | +47.7% | +48.7% |
| 3Y | +60.5% | +10.5% | +50.0% | +52.2% |
| All | +257.2% | +30.5% | +226.7% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling