-3.5%
OXY vs EXPD
+68.8%
-72.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -11.9% | -7.2% | -4.7% | -10.2% |
| 30D | -3.1% | -3.3% | +0.1% | -2.3% |
| 3M | +1.1% | +3.4% | -2.3% | +0.1% |
| 6M | +3.2% | +22.7% | -19.5% | -2.8% |
| YTD | +39.0% | +24.5% | +14.5% | +29.3% |
| 1Y | +42.7% | +38.6% | +4.0% | +27.6% |
| 3Y | -3.5% | +71.5% | -75.0% | -22.0% |
| All | -3.5% | +68.8% | -72.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling