+264.7%
XOM vs UL
+18.7%
+246.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +1.9% | -4.1% | +5.9% | +2.1% |
| 30D | +4.1% | -1.2% | +5.3% | +4.1% |
| 3M | +10.4% | +6.0% | +4.4% | +10.0% |
| 6M | +13.0% | -5.5% | +18.5% | +13.7% |
| YTD | +40.1% | -3.3% | +43.4% | +40.6% |
| 1Y | +51.1% | -9.8% | +60.9% | +52.5% |
| 3Y | +57.7% | +20.1% | +37.6% | +55.2% |
| 5Y | +264.7% | +19.2% | +245.5% | +263.0% |
| All | +264.7% | +18.7% | +246.0% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling