+52.3%
XOM vs XLU
+3.1%
+49.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.1% | -1.6% | +5.7% | +4.1% |
| 30D | +4.6% | -3.3% | +7.9% | +4.6% |
| 3M | +14.0% | -3.2% | +17.1% | +14.2% |
| 6M | +11.0% | -7.0% | +17.9% | +11.5% |
| YTD | +40.7% | +0.6% | +40.1% | +38.5% |
| 1Y | +52.3% | +2.4% | +49.9% | +51.4% |
| All | +52.3% | +3.1% | +49.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling