+97,349.8%
ASML vs XOM
+2,528.7%
+94,821.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.0% |
| 7D | +1.1% | +1.8% | -0.7% | +0.2% |
| 30D | +2.2% | +5.9% | -3.7% | -0.9% |
| 3M | -2.3% | +5.6% | -7.9% | -5.7% |
| 6M | +23.0% | +7.9% | +15.1% | +15.3% |
| YTD | +61.1% | +35.2% | +25.9% | +34.2% |
| 1Y | +129.1% | +46.0% | +83.1% | +82.5% |
| 3Y | +165.4% | +55.0% | +110.3% | +99.4% |
| 5Y | +109.5% | +246.3% | -136.8% | -2.6% |
| 10Y | +1,645.7% | +181.0% | +1,464.7% | +745.6% |
| All | +97,349.8% | +2,528.7% | +94,821.1% | +13,895.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling