+196.6%
XOP vs EXE
+188.3%
+8.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | +1.6% | -2.2% | +3.8% | +3.1% |
| 30D | +9.6% | -0.8% | +10.4% | +10.1% |
| 3M | +16.9% | +10.0% | +6.9% | +9.6% |
| 6M | +24.0% | -6.3% | +30.4% | +29.0% |
| YTD | +56.2% | -10.7% | +66.9% | +66.0% |
| 1Y | +51.8% | +2.7% | +49.1% | +45.8% |
| 3Y | +37.0% | +19.1% | +17.8% | +16.1% |
| 5Y | +163.4% | +105.4% | +58.0% | +48.5% |
| All | +196.6% | +188.3% | +8.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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