+192.9%
XOM vs XYL
+150.5%
+42.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +4.1% | +1.2% | +2.9% | +3.6% |
| 30D | +4.6% | -11.9% | +16.5% | +9.6% |
| 3M | +14.0% | -1.5% | +15.5% | +13.8% |
| 6M | +11.0% | -11.9% | +22.9% | +15.0% |
| YTD | +40.7% | -20.6% | +61.3% | +51.2% |
| 1Y | +52.3% | -23.5% | +75.8% | +66.0% |
| 3Y | +60.5% | +14.9% | +45.6% | +41.9% |
| 5Y | +266.4% | -15.3% | +281.7% | +268.0% |
| All | +192.9% | +150.5% | +42.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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