+191.6%
XOM vs XRT
+125.1%
+66.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +1.9% | -3.6% | +5.4% | +3.2% |
| 30D | +4.1% | -6.7% | +10.8% | +6.7% |
| 3M | +10.4% | -1.4% | +11.8% | +10.4% |
| 6M | +13.0% | +1.7% | +11.3% | +11.0% |
| YTD | +40.1% | -1.5% | +41.5% | +39.0% |
| 1Y | +51.1% | -2.5% | +53.6% | +50.2% |
| 3Y | +57.7% | +39.9% | +17.8% | +31.1% |
| 5Y | +264.7% | -2.6% | +267.4% | +246.7% |
| All | +191.6% | +125.1% | +66.5% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling