+879.6%
XOM vs EXEL
+264.7%
+614.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -2.4% | +1.4% | -3.7% | -2.5% |
| 30D | +5.7% | +6.7% | -1.0% | +5.1% |
| 3M | +6.6% | +11.5% | -4.9% | +5.5% |
| 6M | +7.7% | +38.8% | -31.1% | +4.5% |
| YTD | +36.2% | +31.6% | +4.6% | +32.6% |
| 1Y | +50.5% | +53.0% | -2.5% | +44.5% |
| 3Y | +53.4% | +160.8% | -107.5% | +39.3% |
| 5Y | +254.2% | +190.1% | +64.1% | +216.7% |
| 10Y | +177.9% | +367.0% | -189.1% | +130.5% |
| All | +879.6% | +264.7% | +614.9% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling