+74.9%
XOM vs XLE
+63.9%
+11.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.6% |
| 7D | -7.3% | -6.7% | -0.6% | -1.0% |
| 30D | -2.6% | -4.4% | +1.8% | +1.7% |
| 3M | +3.6% | +4.0% | -0.4% | -0.1% |
| 6M | +15.3% | +13.2% | +2.1% | +2.7% |
| YTD | +39.4% | +41.9% | -2.5% | +1.7% |
| 1Y | +43.2% | +41.6% | +1.5% | +4.5% |
| 3Y | +74.9% | +64.0% | +11.0% | +9.6% |
| All | +74.9% | +63.9% | +11.0% | +9.6% |
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