+205.4%
XOM vs ECL
+197.5%
+7.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +2.8% | +2.9% | 0.0% | +1.8% |
| 30D | -3.6% | +7.5% | -11.1% | -6.4% |
| 3M | +8.2% | +12.2% | -4.0% | +3.4% |
| 6M | +14.0% | +24.6% | -10.5% | +4.0% |
| YTD | +44.6% | +18.8% | +25.8% | +33.3% |
| 1Y | +47.8% | +19.3% | +28.4% | +35.8% |
| 3Y | +79.6% | +78.2% | +1.4% | +34.8% |
| 5Y | +214.3% | +38.8% | +175.5% | +164.4% |
| All | +205.4% | +197.5% | +7.9% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling