+42.6%
XOP vs EXPD
+334.2%
-291.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.1% |
| 7D | -10.0% | -5.5% | -4.6% | -7.5% |
| 30D | -9.1% | -1.9% | -7.2% | -8.3% |
| 3M | +5.1% | +6.1% | -1.0% | +1.7% |
| 6M | +6.4% | +21.6% | -15.2% | -4.4% |
| YTD | +39.7% | +27.9% | +11.8% | +20.2% |
| 1Y | +37.2% | +39.4% | -2.2% | +12.3% |
| 3Y | +37.6% | +72.7% | -35.0% | -3.3% |
| 5Y | +76.5% | +60.3% | +16.2% | +25.7% |
| 10Y | +42.6% | +332.6% | -289.9% | -42.0% |
| All | +42.6% | +334.2% | -291.5% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling