+191.3%
XOM vs XLP
+102.3%
+89.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.0% |
| 7D | 0.0% | -2.9% | +2.9% | +2.1% |
| 30D | +3.4% | -2.2% | +5.7% | +5.0% |
| 3M | +11.0% | -0.6% | +11.6% | +11.0% |
| 6M | +10.6% | -2.2% | +12.8% | +11.6% |
| YTD | +39.2% | +8.3% | +30.9% | +30.2% |
| 1Y | +52.7% | +5.7% | +47.0% | +45.1% |
| 3Y | +56.8% | +25.7% | +31.1% | +28.7% |
| 5Y | +261.8% | +31.3% | +230.5% | +180.9% |
| 10Y | +191.3% | +106.2% | +85.2% | +65.0% |
| All | +191.3% | +102.3% | +89.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling