+52.6%
XOM vs BURL
-4.6%
+57.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.7% | -12.3% | -3.8% |
| 7D | -7.0% | +10.4% | -17.4% | -6.0% |
| 30D | +3.2% | -4.9% | +8.2% | +3.0% |
| 3M | +10.7% | -29.8% | +40.4% | +8.9% |
| 6M | +11.6% | -16.5% | +28.1% | +11.7% |
| YTD | +43.5% | -10.5% | +54.0% | +41.7% |
| 1Y | +52.6% | -5.3% | +57.9% | +49.6% |
| All | +52.6% | -4.6% | +57.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling