+131.9%
EXC vs XOP
+82.9%
+49.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | +0.3% | +2.6% | -2.3% | -0.3% |
| 30D | -3.7% | +15.4% | -19.2% | -7.2% |
| 3M | -1.3% | +12.1% | -13.3% | -4.4% |
| 6M | -9.7% | +19.7% | -29.4% | -14.3% |
| YTD | +2.9% | +52.4% | -49.5% | -8.3% |
| 1Y | +4.4% | +47.6% | -43.2% | -6.5% |
| 3Y | +22.2% | +34.4% | -12.2% | +9.7% |
| 5Y | +46.7% | +154.4% | -107.7% | +6.3% |
| 10Y | +155.3% | +54.7% | +100.7% | +83.3% |
| All | +131.9% | +82.9% | +49.0% | +25.0% |
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