+4,439.9%
XOM vs EXPD
+31,482.2%
-27,042.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.1% |
| 7D | +4.1% | +2.0% | +2.1% | +3.7% |
| 30D | +4.6% | +4.4% | +0.2% | +3.7% |
| 3M | +14.0% | +15.7% | -1.8% | +10.7% |
| 6M | +11.0% | +37.5% | -26.5% | +4.0% |
| YTD | +40.7% | +29.9% | +10.8% | +32.9% |
| 1Y | +52.3% | +57.8% | -5.5% | +38.2% |
| 3Y | +60.5% | +71.6% | -11.2% | +42.4% |
| 5Y | +266.4% | +62.2% | +204.2% | +224.7% |
| 10Y | +194.4% | +330.7% | -136.2% | +119.0% |
| All | +4,439.9% | +31,482.2% | -27,042.3% | +2,519.2% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling