+142.6%
EXC vs XOP
+67.7%
+74.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -1.7% | -10.0% | +8.3% | +0.7% |
| 30D | +9.3% | -9.1% | +18.4% | +11.6% |
| 3M | +1.0% | +5.1% | -4.0% | -0.6% |
| 6M | +5.9% | +6.4% | -0.4% | +3.5% |
| YTD | +7.6% | +39.7% | -32.1% | -2.3% |
| 1Y | +2.4% | +37.2% | -34.8% | -6.7% |
| 3Y | +30.2% | +37.6% | -7.4% | +15.7% |
| 5Y | +41.4% | +76.5% | -35.1% | +13.1% |
| 10Y | +183.8% | +42.6% | +141.1% | +107.6% |
| All | +142.6% | +67.7% | +74.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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