+53.4%
XOM vs ECL
+58.2%
-4.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | +5.7% | -2.5% | +8.1% | +5.5% |
| 3M | +6.6% | +8.3% | -1.8% | +6.8% |
| 6M | +7.7% | -1.1% | +8.8% | +8.4% |
| YTD | +36.2% | +6.5% | +29.7% | +36.5% |
| 1Y | +50.5% | +2.1% | +48.4% | +51.2% |
| 3Y | +53.4% | +57.6% | -4.2% | +49.7% |
| All | +53.4% | +58.2% | -4.9% | +49.7% |
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