+78.7%
XOM vs ECL
+77.0%
+1.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.8% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -2.5% | +6.6% | -9.0% | -2.2% |
| 3M | +7.0% | +9.6% | -2.7% | +7.4% |
| 6M | +14.2% | +21.6% | -7.4% | +14.8% |
| YTD | +43.9% | +16.9% | +27.0% | +44.6% |
| 1Y | +47.9% | +17.9% | +30.0% | +48.5% |
| All | +78.7% | +77.0% | +1.7% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling