+54.8%
XOP vs EXEL
+386.3%
-331.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.5% |
| 7D | +1.6% | -2.9% | +4.5% | +2.2% |
| 30D | +9.6% | +11.9% | -2.3% | +7.1% |
| 3M | +16.9% | +9.2% | +7.7% | +14.3% |
| 6M | +24.0% | +39.1% | -15.1% | +14.6% |
| YTD | +56.2% | +31.0% | +25.2% | +45.6% |
| 1Y | +51.8% | +52.3% | -0.5% | +36.0% |
| 3Y | +37.0% | +159.7% | -122.8% | +4.3% |
| 5Y | +163.4% | +187.7% | -24.3% | +91.6% |
| All | +54.8% | +386.3% | -331.5% | +9.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling