+247.2%
AMAT vs XOP
+156.6%
+90.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.6% |
| 7D | -1.5% | +2.6% | -4.1% | -2.5% |
| 30D | -14.8% | +15.4% | -30.2% | -19.5% |
| 3M | -9.3% | +12.1% | -21.3% | -13.6% |
| 6M | +27.4% | +19.7% | +7.7% | +16.0% |
| YTD | +77.6% | +52.4% | +25.2% | +44.4% |
| 1Y | +188.9% | +47.6% | +141.4% | +137.4% |
| 3Y | +202.3% | +34.4% | +167.9% | +153.4% |
| All | +247.2% | +156.6% | +90.6% | +119.7% |
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