+82.7%
ASML vs XOM
+214.6%
-131.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +4.9% | +2.8% | +2.1% | +4.5% |
| 30D | -9.3% | -3.6% | -5.6% | -8.9% |
| 3M | -19.0% | +8.2% | -27.2% | -20.0% |
| 6M | -5.2% | +14.0% | -19.3% | -7.4% |
| YTD | +40.6% | +44.6% | -4.0% | +28.1% |
| 1Y | +47.5% | +47.8% | -0.3% | +33.5% |
| 3Y | +133.9% | +79.6% | +54.3% | +98.9% |
| All | +82.7% | +214.6% | -131.9% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling