+108.6%
ASML vs XOM
+247.6%
-139.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.4% |
| 7D | +1.1% | +1.8% | -0.7% | +0.8% |
| 30D | +2.2% | +5.9% | -3.7% | +1.3% |
| 3M | -2.3% | +5.6% | -7.9% | -3.1% |
| 6M | +23.0% | +7.9% | +15.1% | +20.2% |
| YTD | +61.1% | +35.2% | +25.9% | +48.9% |
| 1Y | +129.1% | +46.0% | +83.1% | +107.3% |
| 3Y | +165.4% | +55.0% | +110.3% | +134.3% |
| All | +108.6% | +247.6% | -139.0% | +67.5% |
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