+1,321.9%
AMAT vs XOP
+53.9%
+1,268.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -3.1% |
| 7D | +11.4% | +6.3% | +5.0% | +8.9% |
| 30D | -17.0% | -6.6% | -10.5% | -15.0% |
| 3M | -30.6% | +3.6% | -34.2% | -31.8% |
| 6M | -14.9% | +10.8% | -25.7% | -19.1% |
| YTD | +44.7% | +48.3% | -3.6% | +20.9% |
| 1Y | +66.9% | +42.9% | +24.0% | +41.3% |
| 3Y | +153.3% | +43.3% | +110.0% | +112.1% |
| 5Y | +146.2% | +94.0% | +52.3% | +79.2% |
| All | +1,321.9% | +53.9% | +1,268.1% | +822.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling