+255.6%
XOM vs RMBS
+258.6%
-3.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.7% |
| 7D | +1.9% | +1.2% | +0.7% | +1.8% |
| 30D | +4.1% | -11.5% | +15.5% | +4.4% |
| 3M | +10.4% | -38.2% | +48.6% | +11.8% |
| 6M | +13.0% | -4.8% | +17.8% | +11.2% |
| YTD | +40.1% | -7.1% | +47.2% | +37.2% |
| 1Y | +51.1% | +10.7% | +40.4% | +45.2% |
| 3Y | +57.7% | +54.5% | +3.2% | +43.1% |
| All | +255.6% | +258.6% | -3.0% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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