+46.0%
XOM vs EXC
+2.6%
+43.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | +1.8% | -0.7% | +2.4% | +1.8% |
| 30D | +5.9% | -4.6% | +10.5% | +5.8% |
| 3M | +5.6% | -2.2% | +7.8% | +5.8% |
| 6M | +7.9% | -10.6% | +18.4% | +7.7% |
| YTD | +35.2% | +1.9% | +33.3% | +36.3% |
| 1Y | +46.0% | +3.4% | +42.6% | +48.8% |
| All | +46.0% | +2.6% | +43.4% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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