+58.8%
XOM vs EL
-32.9%
+91.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.1% |
| 30D | +3.4% | +13.7% | -10.2% | +2.8% |
| 3M | +11.0% | +14.5% | -3.5% | +10.2% |
| 6M | +10.6% | +7.4% | +3.2% | +10.3% |
| YTD | +39.2% | -4.7% | +43.9% | +39.9% |
| 1Y | +52.7% | +12.9% | +39.8% | +50.5% |
| All | +58.8% | -32.9% | +91.6% | +45.8% |
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