+162.4%
XOP vs EXPE
+89.5%
+72.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.9% | +9.6% | +2.9% |
| 7D | +0.6% | -9.8% | +10.4% | +2.2% |
| 30D | +16.5% | -11.5% | +28.0% | +18.5% |
| 3M | +15.7% | +21.7% | -6.0% | +10.7% |
| 6M | +19.2% | +10.4% | +8.8% | +15.4% |
| YTD | +55.0% | -2.5% | +57.5% | +52.5% |
| 1Y | +54.2% | +27.3% | +26.8% | +41.6% |
| 3Y | +35.9% | +153.5% | -117.6% | +4.2% |
| 5Y | +162.4% | +91.1% | +71.3% | +87.6% |
| All | +162.4% | +89.5% | +72.9% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling