+257.2%
XOM vs XLB
+32.8%
+224.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +4.1% | -2.8% | +6.9% | +5.6% |
| 30D | +4.6% | -3.1% | +7.7% | +6.1% |
| 3M | +14.0% | -0.2% | +14.1% | +13.5% |
| 6M | +11.0% | +3.1% | +7.9% | +7.7% |
| YTD | +40.7% | +13.3% | +27.4% | +29.1% |
| 1Y | +52.3% | +12.0% | +40.3% | +40.4% |
| 3Y | +60.5% | +31.4% | +29.1% | +32.6% |
| All | +257.2% | +32.8% | +224.5% | +186.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling