+906.8%
XOM vs XLE
+1,022.5%
-115.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.0% |
| 7D | +1.8% | +2.2% | -0.4% | 0.0% |
| 30D | +5.9% | +11.8% | -5.9% | -3.2% |
| 3M | +5.6% | +9.8% | -4.3% | -2.0% |
| 6M | +7.9% | +15.6% | -7.7% | -3.6% |
| YTD | +35.2% | +45.3% | -10.1% | +0.7% |
| 1Y | +46.0% | +48.3% | -2.3% | +7.0% |
| 3Y | +55.0% | +55.4% | -0.4% | +9.5% |
| 5Y | +246.3% | +216.1% | +30.2% | +41.1% |
| 10Y | +181.0% | +178.4% | +2.6% | +23.1% |
| All | +906.8% | +1,022.5% | -115.7% | +10.1% |
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