+499.3%
XOM vs EXPE
+723.5%
-224.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -3.6% | -6.1% | +2.5% | -3.1% |
| 3M | +8.2% | -21.3% | +29.6% | +12.1% |
| 6M | +14.0% | +19.0% | -5.0% | +8.2% |
| YTD | +44.6% | -8.4% | +53.0% | +42.2% |
| 1Y | +47.8% | -2.8% | +50.6% | +43.2% |
| 3Y | +79.6% | +120.8% | -41.2% | +41.6% |
| 5Y | +214.3% | +46.2% | +168.1% | +157.2% |
| 10Y | +204.0% | +123.8% | +80.2% | +109.3% |
| All | +499.3% | +723.5% | -224.3% | +130.9% |
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