+37.6%
XOP vs EXPE
+125.5%
-87.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -10.0% | -13.3% | +3.3% | -9.0% |
| 30D | -9.1% | -5.5% | -3.6% | -8.9% |
| 3M | +5.1% | -16.5% | +21.5% | +6.4% |
| 6M | +6.4% | +13.1% | -6.7% | +2.9% |
| YTD | +39.7% | -8.0% | +47.7% | +38.8% |
| 1Y | +37.2% | +1.1% | +36.1% | +32.8% |
| 3Y | +37.6% | +131.2% | -93.5% | +1.0% |
| All | +37.6% | +125.5% | -87.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling