+67.0%
XOP vs EXPD
+347.7%
-280.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.0% |
| 7D | -14.7% | -7.2% | -7.6% | -11.3% |
| 30D | -7.7% | -3.3% | -4.4% | -6.1% |
| 3M | +4.4% | +3.4% | +1.0% | +2.2% |
| 6M | +3.5% | +22.7% | -19.2% | -8.2% |
| YTD | +39.4% | +24.5% | +14.9% | +20.4% |
| 1Y | +39.8% | +38.6% | +1.1% | +13.5% |
| 3Y | +29.7% | +71.5% | -41.8% | -9.4% |
| 5Y | +78.6% | +56.2% | +22.3% | +27.4% |
| 10Y | +51.8% | +310.5% | -258.6% | -38.7% |
| All | +67.0% | +347.7% | -280.7% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling