+211.6%
XOM vs EXEL
+281.2%
-69.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +2.8% | -0.8% | +3.7% | +2.9% |
| 30D | -3.6% | +13.1% | -16.8% | -4.0% |
| 3M | +8.2% | +36.3% | -28.1% | +7.2% |
| 6M | +14.0% | +34.5% | -20.5% | +12.8% |
| YTD | +44.6% | +57.4% | -12.8% | +41.8% |
| 1Y | +47.8% | +62.9% | -15.2% | +44.6% |
| 3Y | +79.6% | +229.5% | -149.9% | +61.6% |
| All | +211.6% | +281.2% | -69.6% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling