+52.6%
XOM vs EL
+25.6%
+27.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.3% | -10.9% | -3.9% |
| 7D | -7.0% | +2.5% | -9.5% | -6.7% |
| 30D | +3.2% | +20.1% | -16.9% | +5.4% |
| 3M | +10.7% | +29.3% | -18.6% | +14.0% |
| 6M | +11.6% | +38.8% | -27.2% | +15.9% |
| YTD | +43.5% | +8.1% | +35.4% | +49.9% |
| 1Y | +52.6% | +22.3% | +30.3% | +59.2% |
| All | +52.6% | +25.6% | +27.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling