-63.7%
ADBE vs XOP
+93.1%
-156.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | 0.0% |
| 7D | -3.2% | +5.2% | -8.4% | -4.3% |
| 30D | +1.0% | -8.4% | +9.3% | +2.8% |
| 3M | -7.8% | +2.9% | -10.8% | -8.8% |
| 6M | -1.0% | +8.8% | -9.8% | -3.6% |
| YTD | -31.8% | +46.9% | -78.7% | -39.0% |
| 1Y | -29.2% | +41.5% | -70.7% | -36.0% |
| 3Y | -60.1% | +43.1% | -103.2% | -64.8% |
| 5Y | -63.7% | +92.2% | -155.9% | -71.1% |
| All | -63.7% | +93.1% | -156.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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