+68.6%
XOP vs EXPE
+1,180.8%
-1,112.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -8.4% | -11.2% | +2.8% | -5.7% |
| 30D | -8.4% | -7.5% | -0.9% | -7.3% |
| 3M | +0.2% | -19.1% | +19.2% | +4.9% |
| 6M | +7.2% | +10.7% | -3.5% | +0.1% |
| YTD | +40.8% | -9.9% | +50.7% | +36.9% |
| 1Y | +36.3% | -4.6% | +40.9% | +29.3% |
| 3Y | +37.2% | +116.8% | -79.6% | -6.7% |
| 5Y | +86.6% | +38.6% | +48.0% | +37.8% |
| 10Y | +44.0% | +115.9% | -71.8% | -17.7% |
| All | +68.6% | +1,180.8% | -1,112.1% | -63.7% |
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