+72.9%
XOM vs XLP
+42.1%
+30.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -11.4% | +0.7% | -12.2% | -11.7% |
| 30D | +1.1% | +10.3% | -9.1% | -2.4% |
| 3M | +7.8% | +6.5% | +1.3% | +5.3% |
| 6M | +13.0% | +8.4% | +4.7% | +9.5% |
| YTD | +40.6% | +18.2% | +22.4% | +30.9% |
| 1Y | +49.1% | +22.4% | +26.6% | +36.8% |
| 3Y | +72.9% | +41.9% | +31.0% | +45.7% |
| All | +72.9% | +42.1% | +30.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling