+128.9%
ASML vs XOM
+69.2%
+59.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +5.0% |
| 7D | -9.0% | -11.4% | +2.4% | -9.5% |
| 30D | -21.0% | +1.1% | -22.1% | -20.9% |
| 3M | -16.3% | +7.8% | -24.1% | -16.0% |
| 6M | -7.5% | +13.0% | -20.6% | -7.1% |
| YTD | +34.0% | +40.6% | -6.6% | +26.8% |
| 1Y | +39.3% | +49.1% | -9.8% | +30.0% |
| 3Y | +128.9% | +72.9% | +56.0% | +109.6% |
| All | +128.9% | +69.2% | +59.6% | +109.6% |
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