+192.9%
XOM vs XLRE
+89.0%
+103.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +4.1% | -1.2% | +5.2% | +4.7% |
| 30D | +4.6% | -2.4% | +7.0% | +5.8% |
| 3M | +14.0% | -2.5% | +16.5% | +15.2% |
| 6M | +11.0% | +4.0% | +7.0% | +8.0% |
| YTD | +40.7% | +9.3% | +31.4% | +33.2% |
| 1Y | +52.3% | +5.6% | +46.7% | +46.7% |
| 3Y | +60.5% | +31.3% | +29.2% | +35.0% |
| 5Y | +266.4% | +9.5% | +256.9% | +235.5% |
| All | +192.9% | +89.0% | +103.9% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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