+79.6%
XOM vs EL
+3.0%
+76.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +2.8% | +1.5% | +1.3% | +2.8% |
| 30D | -3.6% | +10.0% | -13.6% | -4.0% |
| 3M | +8.2% | +28.4% | -20.2% | +7.0% |
| 6M | +14.0% | +37.1% | -23.0% | +12.2% |
| YTD | +44.6% | +7.8% | +36.8% | +44.7% |
| 1Y | +47.8% | +26.0% | +21.7% | +45.3% |
| 3Y | +79.6% | +3.8% | +75.7% | +70.4% |
| All | +79.6% | +3.0% | +76.6% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling