+2.0%
OXY vs EXPD
+308.0%
-306.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | -0.5% | -0.9% | +0.4% | -0.1% |
| 30D | +8.5% | +4.1% | +4.4% | +6.3% |
| 3M | +6.0% | +13.8% | -7.8% | -1.0% |
| 6M | +13.0% | +27.3% | -14.3% | -0.8% |
| YTD | +48.9% | +25.4% | +23.4% | +30.4% |
| 1Y | +36.4% | +54.4% | -18.0% | +6.0% |
| 3Y | -2.3% | +67.9% | -70.2% | -29.2% |
| 5Y | +160.6% | +59.2% | +101.5% | +87.9% |
| 10Y | +2.0% | +308.6% | -306.6% | -56.7% |
| All | +2.0% | +308.0% | -306.0% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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