+906.8%
XOM vs XLP
+523.7%
+383.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | +1.8% | -1.0% | +2.8% | +2.6% |
| 30D | +5.9% | -0.9% | +6.7% | +6.5% |
| 3M | +5.6% | +3.8% | +1.8% | +2.1% |
| 6M | +7.9% | -1.7% | +9.6% | +8.5% |
| YTD | +35.2% | +10.3% | +24.9% | +24.2% |
| 1Y | +46.0% | +7.8% | +38.2% | +36.2% |
| 3Y | +55.0% | +27.2% | +27.8% | +25.4% |
| 5Y | +246.3% | +32.5% | +213.8% | +166.9% |
| 10Y | +181.0% | +101.8% | +79.2% | +54.0% |
| All | +906.8% | +523.7% | +383.1% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling