+46.0%
XOM vs XRT
+3.4%
+42.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.4% |
| 7D | +1.8% | +0.8% | +1.0% | +2.0% |
| 30D | +5.9% | -4.2% | +10.0% | +4.9% |
| 3M | +5.6% | +5.1% | +0.5% | +6.9% |
| 6M | +7.9% | +2.4% | +5.4% | +10.1% |
| YTD | +35.2% | +3.2% | +32.0% | +37.8% |
| 1Y | +46.0% | +1.5% | +44.5% | +48.0% |
| All | +46.0% | +3.4% | +42.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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