+192.9%
XOM vs UL
+66.7%
+126.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | +4.1% | -3.4% | +7.5% | +4.9% |
| 30D | +4.6% | +0.5% | +4.1% | +4.4% |
| 3M | +14.0% | +7.2% | +6.7% | +11.7% |
| 6M | +11.0% | -3.1% | +14.0% | +11.3% |
| YTD | +40.7% | -2.7% | +43.4% | +40.8% |
| 1Y | +52.3% | -10.2% | +62.5% | +55.5% |
| 3Y | +60.5% | +20.3% | +40.2% | +49.1% |
| 5Y | +266.4% | +19.9% | +246.5% | +236.2% |
| All | +192.9% | +66.7% | +126.2% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling