+177.9%
XOM vs EXPD
+308.0%
-130.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.3% |
| 7D | -2.4% | -0.9% | -1.4% | -2.1% |
| 30D | +5.7% | +4.1% | +1.6% | +4.1% |
| 3M | +6.6% | +13.8% | -7.2% | +1.3% |
| 6M | +7.7% | +27.3% | -19.6% | -2.2% |
| YTD | +36.2% | +25.4% | +10.7% | +23.4% |
| 1Y | +50.5% | +54.4% | -3.9% | +24.8% |
| 3Y | +53.4% | +67.9% | -14.5% | +20.3% |
| 5Y | +254.2% | +59.2% | +195.0% | +175.8% |
| 10Y | +177.9% | +308.6% | -130.7% | +38.8% |
| All | +177.9% | +308.0% | -130.1% | +38.8% |
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