+204.0%
XOM vs EXC
+201.2%
+2.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.7% | -1.9% | +4.6% | +3.5% |
| 30D | -2.5% | +7.8% | -10.2% | -5.5% |
| 3M | +7.0% | +1.9% | +5.1% | +5.9% |
| 6M | +14.2% | +3.4% | +10.8% | +12.0% |
| YTD | +43.9% | +7.6% | +36.3% | +38.0% |
| 1Y | +47.9% | +2.1% | +45.8% | +44.9% |
| 3Y | +80.6% | +29.6% | +51.0% | +55.9% |
| 5Y | +212.8% | +39.5% | +173.3% | +154.1% |
| All | +204.0% | +201.2% | +2.8% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling