+264.7%
XOM vs EL
-69.5%
+334.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +1.9% | -4.4% | +6.2% | +2.2% |
| 30D | +4.1% | +10.3% | -6.2% | +3.1% |
| 3M | +10.4% | +13.4% | -2.9% | +9.0% |
| 6M | +13.0% | +3.1% | +9.9% | +12.4% |
| YTD | +40.1% | -6.9% | +47.0% | +40.3% |
| 1Y | +51.1% | +11.9% | +39.2% | +47.5% |
| 3Y | +57.7% | -33.8% | +91.5% | +59.1% |
| 5Y | +264.7% | -69.0% | +333.7% | +319.9% |
| All | +264.7% | -69.5% | +334.2% | +319.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling