+1,553.7%
ASML vs XOM
+190.2%
+1,363.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.9% | -7.3% | +4.5% | -0.6% |
| 30D | -15.2% | -2.6% | -12.5% | -14.6% |
| 3M | -12.9% | +3.6% | -16.5% | -14.2% |
| 6M | -5.0% | +15.3% | -20.3% | -10.2% |
| YTD | +41.8% | +39.4% | +2.4% | +23.5% |
| 1Y | +46.0% | +43.2% | +2.9% | +25.7% |
| 3Y | +133.5% | +74.9% | +58.5% | +83.5% |
| 5Y | +93.0% | +201.3% | -108.3% | +17.9% |
| All | +1,553.7% | +190.2% | +1,363.5% | +874.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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