+58.8%
XOM vs EXPE
+149.5%
-90.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | 0.0% | -11.5% | +11.6% | +0.4% |
| 30D | +3.4% | -13.1% | +16.5% | +3.8% |
| 3M | +11.0% | +18.1% | -7.1% | +9.9% |
| 6M | +10.6% | +13.3% | -2.6% | +9.7% |
| YTD | +39.2% | -3.2% | +42.4% | +39.4% |
| 1Y | +52.7% | +26.1% | +26.6% | +47.9% |
| All | +58.8% | +149.5% | -90.7% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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