+134.2%
ASML vs XOM
+80.1%
+54.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.3% | -2.4% |
| 7D | +10.4% | +2.7% | +7.6% | +10.4% |
| 30D | -12.7% | -2.5% | -10.3% | -12.8% |
| 3M | -17.2% | +7.0% | -24.1% | -16.9% |
| 6M | -1.3% | +14.2% | -15.5% | -0.7% |
| YTD | +40.8% | +43.9% | -3.1% | +33.4% |
| 1Y | +45.2% | +47.9% | -2.7% | +36.7% |
| All | +134.2% | +80.1% | +54.1% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling