+49.6%
XOM vs EXEL
+71.8%
-22.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.2% | -3.0% |
| 7D | -9.8% | +3.8% | -13.6% | -9.3% |
| 30D | +0.5% | +17.8% | -17.3% | +2.9% |
| 3M | +9.7% | +21.2% | -11.5% | +12.9% |
| 6M | +8.1% | +54.7% | -46.5% | +16.4% |
| YTD | +40.1% | +56.8% | -16.6% | +52.0% |
| 1Y | +49.6% | +70.2% | -20.6% | +62.9% |
| All | +49.6% | +71.8% | -22.2% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling