+59.7%
XOM vs XLI
+68.2%
-8.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.9% | -2.3% | +4.2% | +2.4% |
| 30D | +4.1% | -8.2% | +12.2% | +6.0% |
| 3M | +10.4% | +0.8% | +9.6% | +9.4% |
| 6M | +13.0% | +0.8% | +12.2% | +11.5% |
| YTD | +40.1% | +10.5% | +29.5% | +31.9% |
| 1Y | +51.1% | +14.1% | +37.0% | +39.8% |
| All | +59.7% | +68.2% | -8.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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