+906.8%
XOM vs XLB
+822.6%
+84.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.5% |
| 7D | +1.8% | -1.4% | +3.2% | +2.6% |
| 30D | +5.9% | -0.4% | +6.2% | +5.9% |
| 3M | +5.6% | +2.0% | +3.6% | +3.5% |
| 6M | +7.9% | +1.8% | +6.0% | +5.0% |
| YTD | +35.2% | +16.6% | +18.6% | +20.6% |
| 1Y | +46.0% | +16.9% | +29.0% | +29.6% |
| 3Y | +55.0% | +32.6% | +22.5% | +25.5% |
| 5Y | +246.3% | +35.6% | +210.7% | +173.4% |
| 10Y | +181.0% | +160.0% | +21.0% | +49.0% |
| All | +906.8% | +822.6% | +84.2% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling