+160.6%
XOP vs EXE
+100.7%
+60.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.6% |
| 7D | +1.0% | -2.7% | +3.7% | +2.7% |
| 30D | +10.8% | -0.4% | +11.2% | +11.0% |
| 3M | +19.5% | +9.5% | +10.0% | +12.5% |
| 6M | +21.6% | -9.3% | +30.9% | +29.0% |
| YTD | +55.8% | -10.9% | +66.7% | +65.7% |
| 1Y | +54.6% | +4.3% | +50.4% | +47.1% |
| 3Y | +36.6% | +18.8% | +17.8% | +16.4% |
| 5Y | +160.6% | +101.4% | +59.2% | +55.1% |
| All | +160.6% | +100.7% | +60.0% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling