+16.6%
OXY vs EXPD
+336.9%
-320.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +1.8% |
| 7D | +3.6% | +3.6% | 0.0% | +1.8% |
| 30D | -5.3% | +0.3% | -5.5% | -5.6% |
| 3M | +0.2% | +6.1% | -5.9% | -2.8% |
| 6M | +4.7% | +27.4% | -22.6% | -7.6% |
| YTD | +44.0% | +32.0% | +12.0% | +22.9% |
| 1Y | +42.1% | +40.5% | +1.5% | +17.0% |
| 3Y | +1.2% | +75.7% | -74.5% | -28.2% |
| 5Y | +95.7% | +61.7% | +34.0% | +41.4% |
| All | +16.6% | +336.9% | -320.3% | -49.3% |
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