+204.0%
XOM vs XLE
+179.0%
+24.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.5% |
| 7D | +2.7% | +4.4% | -1.7% | -1.1% |
| 30D | -2.5% | -4.3% | +1.8% | +1.4% |
| 3M | +7.0% | +6.0% | +0.9% | +1.7% |
| 6M | +14.2% | +13.2% | +1.0% | +2.6% |
| YTD | +43.9% | +46.7% | -2.8% | +3.4% |
| 1Y | +47.9% | +46.6% | +1.3% | +6.4% |
| 3Y | +80.6% | +69.6% | +11.0% | +14.0% |
| 5Y | +212.8% | +166.5% | +46.3% | +35.3% |
| All | +204.0% | +179.0% | +24.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling