+51.7%
XOP vs EXEL
+320.7%
-269.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +6.3% | -0.8% | +7.2% | +6.5% |
| 30D | -6.6% | +13.1% | -19.7% | -9.1% |
| 3M | +3.6% | +36.3% | -32.8% | -3.3% |
| 6M | +10.8% | +34.5% | -23.8% | +3.1% |
| YTD | +48.3% | +57.4% | -9.2% | +32.1% |
| 1Y | +42.9% | +62.9% | -20.0% | +26.1% |
| 3Y | +43.3% | +229.5% | -186.2% | +1.5% |
| 5Y | +94.0% | +281.2% | -187.3% | +28.8% |
| All | +51.7% | +320.7% | -269.1% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling