+43.3%
XOP vs EXE
+21.0%
+22.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | +6.3% | +5.3% | +1.0% | +3.2% |
| 30D | -6.6% | -2.2% | -4.4% | -5.4% |
| 3M | +3.6% | -5.9% | +9.4% | +7.1% |
| 6M | +10.8% | -5.7% | +16.5% | +14.3% |
| YTD | +48.3% | -17.8% | +66.1% | +63.9% |
| 1Y | +42.9% | -23.1% | +66.1% | +64.1% |
| 3Y | +43.3% | +21.2% | +22.1% | +22.2% |
| All | +43.3% | +21.0% | +22.3% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling