+52.6%
XOM vs ECL
+23.8%
+28.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.4% | -8.0% | -3.6% |
| 7D | -7.0% | +7.7% | -14.7% | -4.9% |
| 30D | +3.2% | +13.7% | -10.5% | +7.1% |
| 3M | +10.7% | +11.6% | -0.9% | +14.3% |
| 6M | +11.6% | +23.9% | -12.3% | +19.5% |
| YTD | +43.5% | +21.0% | +22.5% | +54.5% |
| 1Y | +52.6% | +23.1% | +29.5% | +64.8% |
| All | +52.6% | +23.8% | +28.8% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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