+4,565.7%
XOM vs EXC
+2,500.5%
+2,065.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +2.8% | +1.4% | +1.5% | +2.3% |
| 30D | -3.6% | +8.6% | -12.2% | -6.7% |
| 3M | +8.2% | +2.4% | +5.9% | +7.0% |
| 6M | +14.0% | +6.5% | +7.6% | +10.7% |
| YTD | +44.6% | +9.0% | +35.6% | +38.5% |
| 1Y | +47.8% | +4.6% | +43.2% | +43.7% |
| 3Y | +79.6% | +33.5% | +46.1% | +56.4% |
| 5Y | +214.3% | +41.4% | +172.9% | +163.6% |
| 10Y | +204.0% | +204.3% | -0.3% | +86.5% |
| All | +4,565.7% | +2,500.5% | +2,065.2% | +1,489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling