+1,559.3%
ASML vs XOM
+203.9%
+1,355.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.3% | -3.0% |
| 7D | +10.4% | +2.7% | +7.6% | +9.4% |
| 30D | -12.7% | -2.5% | -10.3% | -12.2% |
| 3M | -17.2% | +7.0% | -24.1% | -19.2% |
| 6M | -1.3% | +14.2% | -15.5% | -6.3% |
| YTD | +40.8% | +43.9% | -3.1% | +21.4% |
| 1Y | +45.2% | +47.9% | -2.7% | +23.8% |
| 3Y | +131.8% | +80.6% | +51.2% | +80.5% |
| 5Y | +84.0% | +212.8% | -128.8% | +11.1% |
| All | +1,559.3% | +203.9% | +1,355.4% | +863.1% |
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