+226.2%
XOM vs BURL
+970.5%
-744.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -11.4% | +4.1% | -15.5% | -12.0% |
| 30D | +1.1% | -9.5% | +10.6% | +2.4% |
| 3M | +7.8% | -33.5% | +41.3% | +14.0% |
| 6M | +13.0% | -22.1% | +35.1% | +16.1% |
| YTD | +40.6% | -14.6% | +55.2% | +41.7% |
| 1Y | +49.1% | -8.4% | +57.4% | +48.1% |
| 3Y | +72.9% | +86.6% | -13.7% | +47.7% |
| 5Y | +204.0% | -17.2% | +221.1% | +192.1% |
| 10Y | +205.7% | +256.4% | -50.7% | +133.1% |
| All | +226.2% | +970.5% | -744.4% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling