+936.8%
XOM vs XLI
+1,097.3%
-160.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.4% |
| 30D | +3.4% | -6.9% | +10.4% | +8.5% |
| 3M | +11.0% | -1.9% | +12.9% | +11.5% |
| 6M | +10.6% | +1.0% | +9.6% | +7.6% |
| YTD | +39.2% | +11.3% | +27.9% | +26.1% |
| 1Y | +52.7% | +15.8% | +36.9% | +34.1% |
| 3Y | +56.8% | +69.8% | -13.0% | +3.0% |
| 5Y | +261.8% | +80.9% | +180.9% | +125.3% |
| 10Y | +191.3% | +257.2% | -65.9% | +14.7% |
| All | +936.8% | +1,097.3% | -160.5% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling