+73.1%
XOP vs EXEL
+625.1%
-552.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | +0.5% | -2.8% | +3.3% | +1.0% |
| 30D | -7.3% | +18.2% | -25.5% | -10.3% |
| 3M | +1.4% | +37.7% | -36.3% | -4.8% |
| 6M | +7.8% | +42.2% | -34.5% | 0.0% |
| YTD | +44.5% | +61.3% | -16.8% | +29.8% |
| 1Y | +37.0% | +64.5% | -27.5% | +22.5% |
| 3Y | +40.8% | +236.7% | -195.9% | +5.8% |
| 5Y | +88.7% | +296.3% | -207.6% | +34.8% |
| 10Y | +49.9% | +331.1% | -281.2% | -1.4% |
| All | +73.1% | +625.1% | -552.0% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling