+257.2%
XOM vs EXE
+97.7%
+159.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +4.1% | -3.1% | +7.2% | +5.3% |
| 30D | +4.6% | -0.9% | +5.5% | +4.9% |
| 3M | +14.0% | +9.6% | +4.4% | +9.9% |
| 6M | +11.0% | -11.6% | +22.6% | +15.9% |
| YTD | +40.7% | -12.6% | +53.3% | +46.5% |
| 1Y | +52.3% | +1.2% | +51.1% | +48.9% |
| 3Y | +60.5% | +18.0% | +42.4% | +43.5% |
| All | +257.2% | +97.7% | +159.5% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling