+74.9%
XOM vs BURL
+94.5%
-19.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -7.3% | +5.9% | -13.2% | -7.4% |
| 30D | -2.6% | -8.3% | +5.7% | -2.4% |
| 3M | +3.6% | -31.6% | +35.2% | +5.0% |
| 6M | +15.3% | -16.6% | +31.9% | +15.9% |
| YTD | +39.4% | -12.1% | +51.5% | +39.1% |
| 1Y | +43.2% | -10.0% | +53.1% | +42.4% |
| 3Y | +74.9% | +94.3% | -19.3% | +66.4% |
| All | +74.9% | +94.5% | -19.6% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling