+4,405.4%
XOM vs EXPD
+30,988.6%
-26,583.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.2% |
| 7D | -8.3% | -5.5% | -2.8% | -7.3% |
| 30D | -2.5% | -1.9% | -0.6% | -2.2% |
| 3M | +8.3% | +6.1% | +2.2% | +7.0% |
| 6M | +15.5% | +21.6% | -6.2% | +10.9% |
| YTD | +39.6% | +27.9% | +11.7% | +32.2% |
| 1Y | +44.6% | +39.4% | +5.2% | +34.5% |
| 3Y | +76.6% | +72.7% | +3.9% | +56.4% |
| 5Y | +195.8% | +60.3% | +135.5% | +162.8% |
| 10Y | +191.6% | +332.6% | -141.0% | +116.7% |
| All | +4,405.4% | +30,988.6% | -26,583.2% | +2,505.0% |
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