+4,419.1%
XOM vs EXPD
+30,944.3%
-26,525.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.9% | +1.2% | +0.7% | +1.6% |
| 30D | +4.1% | +6.8% | -2.8% | +2.7% |
| 3M | +10.4% | +14.9% | -4.5% | +7.3% |
| 6M | +13.0% | +34.6% | -21.6% | +6.4% |
| YTD | +40.1% | +27.7% | +12.4% | +32.7% |
| 1Y | +51.1% | +57.7% | -6.5% | +37.2% |
| 3Y | +57.7% | +70.9% | -13.2% | +40.0% |
| 5Y | +264.7% | +59.5% | +205.3% | +224.3% |
| 10Y | +193.1% | +323.3% | -130.3% | +118.7% |
| All | +4,419.1% | +30,944.3% | -26,525.3% | +2,515.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling