+189.4%
XOP vs EXE
+191.4%
-2.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.1% |
| 7D | +2.6% | -0.3% | +2.8% | +2.7% |
| 30D | +15.4% | +8.5% | +7.0% | +9.5% |
| 3M | +12.1% | +5.5% | +6.6% | +8.0% |
| 6M | +19.7% | -5.9% | +25.6% | +24.1% |
| YTD | +52.4% | -9.7% | +62.1% | +60.8% |
| 1Y | +47.6% | +3.6% | +44.0% | +41.0% |
| 3Y | +34.4% | +18.0% | +16.3% | +14.7% |
| 5Y | +154.4% | +109.4% | +45.0% | +41.4% |
| All | +189.4% | +191.4% | -2.0% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling