+52.6%
XOM vs XLB
+29.8%
+22.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -4.3% |
| 7D | -7.0% | +3.9% | -10.9% | -6.5% |
| 30D | +3.2% | +8.9% | -5.7% | +4.2% |
| 3M | +10.7% | +4.1% | +6.5% | +11.2% |
| 6M | +11.6% | +7.3% | +4.3% | +12.4% |
| YTD | +43.5% | +20.4% | +23.1% | +39.3% |
| 1Y | +52.6% | +29.5% | +23.1% | +45.5% |
| All | +52.6% | +29.8% | +22.8% | +45.5% |
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