+60.5%
XOM vs XLY
+35.2%
+25.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +4.1% | -1.7% | +5.8% | +4.2% |
| 30D | +4.6% | -4.2% | +8.8% | +4.8% |
| 3M | +14.0% | -2.7% | +16.6% | +14.1% |
| 6M | +11.0% | -0.6% | +11.6% | +10.6% |
| YTD | +40.7% | -5.0% | +45.7% | +41.4% |
| 1Y | +52.3% | -4.1% | +56.4% | +52.5% |
| 3Y | +60.5% | +33.6% | +26.9% | +48.1% |
| All | +60.5% | +35.2% | +25.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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