+4,391.7%
XOM vs OMC
+5,687.0%
-1,295.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.3% |
| 7D | 0.0% | -4.2% | +4.3% | +1.2% |
| 30D | +3.4% | -7.5% | +10.9% | +5.6% |
| 3M | +11.0% | +4.6% | +6.4% | +8.6% |
| 6M | +10.6% | -4.8% | +15.5% | +11.0% |
| YTD | +39.2% | -1.0% | +40.2% | +36.5% |
| 1Y | +52.7% | +3.8% | +48.9% | +46.9% |
| 3Y | +56.8% | +10.2% | +46.6% | +45.5% |
| 5Y | +261.8% | +29.7% | +232.1% | +211.3% |
| 10Y | +191.3% | +32.3% | +159.0% | +144.3% |
| All | +4,391.7% | +5,687.0% | -1,295.3% | +1,837.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling