+283.1%
XOM vs XYL
+459.9%
-176.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | +3.4% | -10.8% | +14.3% | +7.7% |
| 3M | +11.0% | -2.5% | +13.5% | +11.2% |
| 6M | +10.6% | -12.2% | +22.8% | +14.7% |
| YTD | +39.2% | -20.1% | +59.3% | +48.9% |
| 1Y | +52.7% | -20.6% | +73.4% | +63.4% |
| 3Y | +56.8% | +17.3% | +39.4% | +39.2% |
| 5Y | +261.8% | -14.5% | +276.3% | +259.2% |
| 10Y | +191.3% | +150.2% | +41.1% | +81.5% |
| All | +283.1% | +459.9% | -176.8% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling