+977.0%
XOM vs XLE
+1,045.0%
-68.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.3% |
| 7D | +2.8% | +5.4% | -2.6% | -1.5% |
| 30D | -3.6% | -3.9% | +0.3% | -0.4% |
| 3M | +8.2% | +7.0% | +1.2% | +2.6% |
| 6M | +14.0% | +14.2% | -0.2% | +2.7% |
| YTD | +44.6% | +48.2% | -3.6% | +6.1% |
| 1Y | +47.8% | +47.7% | +0.1% | +8.7% |
| 3Y | +79.6% | +70.0% | +9.6% | +18.0% |
| 5Y | +214.3% | +169.1% | +45.1% | +45.2% |
| 10Y | +204.0% | +180.7% | +23.3% | +32.4% |
| All | +977.0% | +1,045.0% | -68.0% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling