+248.3%
XOM vs BURL
-11.0%
+259.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.9% |
| 7D | +1.8% | -2.8% | +4.6% | +1.9% |
| 30D | +5.9% | -28.2% | +34.0% | +8.0% |
| 3M | +5.6% | -17.6% | +23.2% | +6.7% |
| 6M | +7.9% | -11.8% | +19.6% | +8.2% |
| YTD | +35.2% | -8.1% | +43.3% | +35.0% |
| 1Y | +46.0% | -12.0% | +57.9% | +46.0% |
| 3Y | +55.0% | +63.3% | -8.3% | +45.9% |
| All | +248.3% | -11.0% | +259.3% | +253.0% |
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