+52.3%
XOM vs XLB
+14.5%
+37.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +4.1% | -2.8% | +6.9% | +3.9% |
| 30D | +4.6% | -3.1% | +7.7% | +4.4% |
| 3M | +14.0% | -0.2% | +14.1% | +13.8% |
| 6M | +11.0% | +3.1% | +7.9% | +10.1% |
| YTD | +40.7% | +13.3% | +27.4% | +35.9% |
| 1Y | +52.3% | +12.0% | +40.3% | +44.7% |
| All | +52.3% | +14.5% | +37.8% | +44.7% |
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