+4,261.5%
XOM vs ECL
+13,009.7%
-8,748.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | -2.6% | +4.4% | +2.8% |
| 30D | +5.9% | -2.2% | +8.0% | +6.6% |
| 3M | +5.6% | +10.1% | -4.5% | +1.2% |
| 6M | +7.9% | -5.7% | +13.6% | +9.1% |
| YTD | +35.2% | +7.0% | +28.2% | +29.9% |
| 1Y | +46.0% | +2.7% | +43.3% | +42.0% |
| 3Y | +55.0% | +57.7% | -2.7% | +24.5% |
| 5Y | +246.3% | +31.1% | +215.2% | +190.3% |
| 10Y | +181.0% | +150.9% | +30.1% | +79.8% |
| All | +4,261.5% | +13,009.7% | -8,748.1% | +1,029.6% |
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 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