+4,294.1%
XOM vs UL
+2,632.7%
+1,661.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.1% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | +5.7% | +0.9% | +4.7% | +5.3% |
| 3M | +6.6% | +14.2% | -7.7% | +1.5% |
| 6M | +7.7% | -3.2% | +10.9% | +7.8% |
| YTD | +36.2% | -0.3% | +36.5% | +34.9% |
| 1Y | +50.5% | -8.8% | +59.3% | +53.2% |
| 3Y | +53.4% | +23.9% | +29.5% | +39.1% |
| 5Y | +254.2% | +21.4% | +232.8% | +216.4% |
| 10Y | +177.9% | +66.7% | +111.2% | +116.7% |
| All | +4,294.1% | +2,632.7% | +1,661.4% | +1,397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling