+257.2%
XOM vs XLU
+42.8%
+214.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.1% | -1.6% | +5.7% | +4.6% |
| 30D | +4.6% | -3.3% | +7.9% | +5.7% |
| 3M | +14.0% | -3.2% | +17.1% | +15.0% |
| 6M | +11.0% | -7.0% | +17.9% | +13.3% |
| YTD | +40.7% | +0.6% | +40.1% | +39.4% |
| 1Y | +52.3% | +2.4% | +49.9% | +49.7% |
| 3Y | +60.5% | +46.3% | +14.2% | +36.9% |
| All | +257.2% | +42.8% | +214.5% | +208.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling