+257.2%
XOM vs EXEL
+180.6%
+76.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.5% |
| 7D | +4.1% | -4.9% | +9.0% | +4.3% |
| 30D | +4.6% | +11.4% | -6.8% | +4.1% |
| 3M | +14.0% | +4.9% | +9.1% | +13.6% |
| 6M | +11.0% | +34.4% | -23.5% | +9.1% |
| YTD | +40.7% | +28.0% | +12.7% | +38.7% |
| 1Y | +52.3% | +43.6% | +8.7% | +48.6% |
| 3Y | +60.5% | +155.2% | -94.7% | +44.8% |
| All | +257.2% | +180.6% | +76.6% | +218.7% |
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