+1,217.7%
XOM vs RMBS
+1,363.4%
-145.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.6% |
| 7D | -2.4% | +3.0% | -5.3% | -2.5% |
| 30D | +5.7% | -14.4% | +20.1% | +6.6% |
| 3M | +6.6% | -42.8% | +49.4% | +9.9% |
| 6M | +7.7% | -1.4% | +9.1% | +6.0% |
| YTD | +36.2% | -5.4% | +41.6% | +33.9% |
| 1Y | +50.5% | +18.6% | +31.9% | +44.8% |
| 3Y | +53.4% | +57.3% | -3.9% | +41.5% |
| 5Y | +254.2% | +265.7% | -11.5% | +204.8% |
| 10Y | +177.9% | +546.0% | -368.1% | +128.2% |
| All | +1,217.7% | +1,363.4% | -145.7% | +758.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling