+53.4%
XOM vs XLE
+55.7%
-2.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +5.7% | +12.6% | -7.0% | -5.7% |
| 3M | +6.6% | +11.8% | -5.3% | -4.3% |
| 6M | +7.7% | +16.1% | -8.4% | -6.3% |
| YTD | +36.2% | +46.9% | -10.7% | -4.4% |
| 1Y | +50.5% | +53.3% | -2.8% | +1.6% |
| 3Y | +53.4% | +54.9% | -1.6% | +1.7% |
| All | +53.4% | +55.7% | -2.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling