+53.4%
XOM vs EXPD
+66.3%
-12.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.0% |
| 7D | -2.4% | -0.9% | -1.4% | -2.2% |
| 30D | +5.7% | +4.1% | +1.6% | +4.9% |
| 3M | +6.6% | +13.8% | -7.2% | +3.9% |
| 6M | +7.7% | +27.3% | -19.6% | +2.5% |
| YTD | +36.2% | +25.4% | +10.7% | +29.5% |
| 1Y | +50.5% | +54.4% | -3.9% | +35.3% |
| 3Y | +53.4% | +67.9% | -14.5% | +31.4% |
| All | +53.4% | +66.3% | -12.9% | +31.4% |
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