+4,543.5%
XOM vs ECL
+14,227.3%
-9,683.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.3% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | -2.5% | +6.6% | -9.0% | -5.0% |
| 3M | +7.0% | +9.6% | -2.7% | +2.9% |
| 6M | +14.2% | +21.6% | -7.4% | +4.9% |
| YTD | +43.9% | +16.9% | +27.0% | +33.3% |
| 1Y | +47.9% | +17.9% | +30.0% | +36.3% |
| 3Y | +80.6% | +76.5% | +4.1% | +38.9% |
| 5Y | +212.8% | +36.6% | +176.2% | +158.3% |
| 10Y | +202.6% | +193.2% | +9.4% | +81.8% |
| All | +4,543.5% | +14,227.3% | -9,683.7% | +1,059.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling