+46.0%
XOM vs XLB
+17.4%
+28.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.7% |
| 7D | +1.8% | -1.4% | +3.2% | +1.7% |
| 30D | +5.9% | -0.4% | +6.2% | +5.9% |
| 3M | +5.6% | +2.0% | +3.6% | +5.9% |
| 6M | +7.9% | +1.8% | +6.0% | +9.2% |
| YTD | +35.2% | +16.6% | +18.6% | +31.9% |
| 1Y | +46.0% | +16.9% | +29.0% | +39.9% |
| All | +46.0% | +17.4% | +28.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling