+938.3%
XOM vs XLE
+996.5%
-58.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -7.3% | -6.7% | -0.6% | -2.0% |
| 30D | -2.6% | -4.4% | +1.8% | +1.0% |
| 3M | +3.6% | +4.0% | -0.4% | +0.5% |
| 6M | +15.3% | +13.2% | +2.1% | +4.7% |
| YTD | +39.4% | +41.9% | -2.5% | +6.0% |
| 1Y | +43.2% | +41.6% | +1.5% | +9.0% |
| 3Y | +74.9% | +64.0% | +11.0% | +18.4% |
| 5Y | +201.3% | +158.1% | +43.2% | +44.0% |
| 10Y | +188.5% | +163.9% | +24.5% | +31.9% |
| All | +938.3% | +996.5% | -58.2% | +15.8% |
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