+82.5%
XOP vs EXPD
+357.9%
-275.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | +2.6% | -1.1% | +3.7% | +3.2% |
| 30D | +15.4% | +4.1% | +11.4% | +12.8% |
| 3M | +12.1% | +17.9% | -5.8% | +1.9% |
| 6M | +19.7% | +29.2% | -9.5% | +2.6% |
| YTD | +52.4% | +27.4% | +25.0% | +30.3% |
| 1Y | +47.6% | +56.8% | -9.3% | +11.2% |
| 3Y | +34.4% | +68.0% | -33.7% | -4.9% |
| 5Y | +154.4% | +61.9% | +92.5% | +77.5% |
| 10Y | +54.7% | +316.0% | -261.3% | -37.9% |
| All | +82.5% | +357.9% | -275.3% | -44.4% |
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