+54.4%
XOP vs EXEL
+393.9%
-339.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +10.8% | +10.1% | +0.7% | +8.6% |
| 3M | +19.5% | +10.1% | +9.4% | +16.6% |
| 6M | +21.6% | +37.7% | -16.1% | +12.6% |
| YTD | +55.8% | +33.1% | +22.7% | +44.8% |
| 1Y | +54.6% | +52.4% | +2.3% | +38.6% |
| 3Y | +36.6% | +163.8% | -127.2% | +3.8% |
| 5Y | +160.6% | +198.5% | -37.9% | +88.0% |
| All | +54.4% | +393.9% | -339.5% | +8.7% |
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