+50.5%
XOM vs EXPD
+55.4%
-5.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +0.8% |
| 7D | -2.4% | -0.9% | -1.4% | -2.3% |
| 30D | +5.7% | +4.1% | +1.6% | +5.4% |
| 3M | +6.6% | +13.8% | -7.2% | +5.8% |
| 6M | +7.7% | +27.3% | -19.6% | +6.2% |
| YTD | +36.2% | +25.4% | +10.7% | +35.1% |
| 1Y | +50.5% | +54.4% | -3.9% | +47.8% |
| All | +50.5% | +55.4% | -5.0% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling