+191.6%
XOM vs EXEL
+386.3%
-194.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.8% |
| 7D | +1.9% | -2.9% | +4.7% | +2.1% |
| 30D | +4.1% | +11.9% | -7.8% | +2.9% |
| 3M | +10.4% | +9.2% | +1.2% | +9.3% |
| 6M | +13.0% | +39.1% | -26.1% | +8.9% |
| YTD | +40.1% | +31.0% | +9.0% | +35.6% |
| 1Y | +51.1% | +52.3% | -1.2% | +43.5% |
| 3Y | +57.7% | +159.7% | -102.0% | +38.1% |
| 5Y | +264.7% | +187.7% | +77.0% | +211.8% |
| All | +191.6% | +386.3% | -194.7% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling