+248.3%
XOM vs EXPD
+61.6%
+186.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +1.8% | -1.1% | +2.9% | +2.0% |
| 30D | +5.9% | +4.1% | +1.8% | +5.0% |
| 3M | +5.6% | +17.9% | -12.3% | +1.9% |
| 6M | +7.9% | +29.2% | -21.4% | +2.0% |
| YTD | +35.2% | +27.4% | +7.8% | +27.7% |
| 1Y | +46.0% | +56.8% | -10.8% | +30.9% |
| 3Y | +55.0% | +68.0% | -13.0% | +35.3% |
| All | +248.3% | +61.6% | +186.8% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling