+73.1%
XOP vs EXPE
+1,211.2%
-1,138.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +1.9% |
| 7D | +0.5% | -17.8% | +18.2% | +6.4% |
| 30D | -7.3% | -3.2% | -4.0% | -7.5% |
| 3M | +1.4% | -19.0% | +20.4% | +6.2% |
| 6M | +7.8% | +17.7% | -10.0% | -1.3% |
| YTD | +44.5% | -7.8% | +52.3% | +39.4% |
| 1Y | +37.0% | -1.4% | +38.4% | +28.7% |
| 3Y | +40.8% | +121.9% | -81.1% | -4.9% |
| 5Y | +88.7% | +44.3% | +44.4% | +37.5% |
| 10Y | +49.9% | +125.4% | -75.6% | -15.6% |
| All | +73.1% | +1,211.2% | -1,138.1% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling