+211.6%
XOM vs BURL
-10.8%
+222.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.6% |
| 7D | +2.8% | -1.6% | +4.4% | +2.9% |
| 30D | -3.6% | -7.7% | +4.1% | -3.3% |
| 3M | +8.2% | -31.7% | +39.9% | +10.5% |
| 6M | +14.0% | -15.2% | +29.2% | +14.6% |
| YTD | +44.6% | -15.9% | +60.5% | +45.0% |
| 1Y | +47.8% | -14.2% | +62.0% | +47.7% |
| 3Y | +79.6% | +93.5% | -13.9% | +66.7% |
| All | +211.6% | -10.8% | +222.4% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling