+285.7%
XOM vs EXE
+192.2%
+93.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.7% |
| 30D | +5.7% | +6.4% | -0.7% | +3.2% |
| 3M | +6.6% | +9.2% | -2.7% | +2.9% |
| 6M | +7.7% | -7.0% | +14.6% | +10.4% |
| YTD | +36.2% | -9.5% | +45.6% | +40.1% |
| 1Y | +50.5% | +6.2% | +44.3% | +44.4% |
| 3Y | +53.4% | +20.7% | +32.6% | +36.1% |
| 5Y | +254.2% | +103.6% | +150.5% | +147.3% |
| All | +285.7% | +192.2% | +93.5% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling