+261.8%
XOM vs XRT
-2.4%
+264.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.5% |
| 7D | 0.0% | -2.4% | +2.5% | +0.5% |
| 30D | +3.4% | -6.9% | +10.4% | +4.9% |
| 3M | +11.0% | -0.4% | +11.4% | +10.7% |
| 6M | +10.6% | +2.2% | +8.4% | +9.4% |
| YTD | +39.2% | -0.7% | +39.9% | +38.5% |
| 1Y | +52.7% | -2.0% | +54.7% | +52.2% |
| 3Y | +56.8% | +41.0% | +15.7% | +40.5% |
| 5Y | +261.8% | -3.3% | +265.1% | +253.6% |
| All | +261.8% | -2.4% | +264.1% | +253.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling