+4,261.5%
XOM vs EXC
+2,353.7%
+1,907.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +5.9% | -3.7% | +9.6% | +7.2% |
| 3M | +5.6% | -1.3% | +6.9% | +5.8% |
| 6M | +7.9% | -9.7% | +17.6% | +11.6% |
| YTD | +35.2% | +2.9% | +32.3% | +32.7% |
| 1Y | +46.0% | +4.4% | +41.6% | +42.2% |
| 3Y | +55.0% | +22.2% | +32.8% | +39.7% |
| 5Y | +246.3% | +46.7% | +199.6% | +186.4% |
| 10Y | +181.0% | +155.3% | +25.6% | +83.8% |
| All | +4,261.5% | +2,353.7% | +1,907.8% | +1,421.8% |
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 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