+35.9%
XOP vs EXEL
+160.6%
-124.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +1.7% |
| 7D | +0.6% | +1.4% | -0.8% | +0.6% |
| 30D | +16.5% | +6.7% | +9.9% | +16.4% |
| 3M | +15.7% | +11.5% | +4.3% | +15.3% |
| 6M | +19.2% | +38.8% | -19.6% | +17.4% |
| YTD | +55.0% | +31.6% | +23.4% | +52.9% |
| 1Y | +54.2% | +53.0% | +1.2% | +49.9% |
| 3Y | +35.9% | +160.8% | -125.0% | +23.4% |
| All | +35.9% | +160.6% | -124.7% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling