+460.2%
XOM vs EXPE
+851.4%
-391.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +1.8% | -9.5% | +11.3% | +3.7% |
| 30D | +5.9% | -6.6% | +12.5% | +7.0% |
| 3M | +5.6% | +31.4% | -25.8% | -0.7% |
| 6M | +7.9% | +35.2% | -27.3% | +0.1% |
| YTD | +35.2% | +5.8% | +29.4% | +30.5% |
| 1Y | +46.0% | +38.7% | +7.3% | +32.3% |
| 3Y | +55.0% | +175.8% | -120.8% | +17.2% |
| 5Y | +246.3% | +111.8% | +134.5% | +162.9% |
| 10Y | +181.0% | +179.7% | +1.3% | +86.8% |
| All | +460.2% | +851.4% | -391.2% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling