+212.8%
XOM vs ECL
+37.9%
+174.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -2.5% | +6.6% | -9.0% | -2.8% |
| 3M | +7.0% | +9.6% | -2.7% | +6.4% |
| 6M | +14.2% | +21.6% | -7.4% | +12.7% |
| YTD | +43.9% | +16.9% | +27.0% | +42.3% |
| 1Y | +47.9% | +17.9% | +30.0% | +46.0% |
| 3Y | +80.6% | +76.5% | +4.1% | +69.7% |
| 5Y | +212.8% | +36.6% | +176.2% | +216.1% |
| All | +212.8% | +37.9% | +174.9% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling