+82.5%
XOP vs EXPE
+1,404.2%
-1,321.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.3% |
| 7D | +2.6% | -9.5% | +12.1% | +5.7% |
| 30D | +15.4% | -6.6% | +22.1% | +17.5% |
| 3M | +12.1% | +31.4% | -19.3% | +1.0% |
| 6M | +19.7% | +35.2% | -15.5% | +5.3% |
| YTD | +52.4% | +5.8% | +46.6% | +43.2% |
| 1Y | +47.6% | +38.7% | +8.9% | +24.8% |
| 3Y | +34.4% | +175.8% | -141.4% | -15.0% |
| 5Y | +154.4% | +111.8% | +42.5% | +63.7% |
| 10Y | +54.7% | +179.7% | -125.0% | -17.5% |
| All | +82.5% | +1,404.2% | -1,321.7% | -62.0% |
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