+261.8%
XOM vs EXPE
+89.3%
+172.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | 0.0% | -11.5% | +11.6% | +0.9% |
| 30D | +3.4% | -13.1% | +16.5% | +4.3% |
| 3M | +11.0% | +18.1% | -7.1% | +9.2% |
| 6M | +10.6% | +13.3% | -2.6% | +9.0% |
| YTD | +39.2% | -3.2% | +42.4% | +38.7% |
| 1Y | +52.7% | +26.1% | +26.6% | +47.0% |
| 3Y | +56.8% | +151.7% | -94.9% | +38.1% |
| 5Y | +261.8% | +88.3% | +173.4% | +190.6% |
| All | +261.8% | +89.3% | +172.5% | +190.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling