+117.9%
ASML vs XOP
+26.0%
+91.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.7% |
| 7D | -19.0% | -12.7% | -6.3% | -16.6% |
| 30D | -25.9% | -7.6% | -18.3% | -24.7% |
| 3M | -19.1% | +5.8% | -24.9% | -20.4% |
| 6M | -5.7% | -2.7% | -3.0% | -5.6% |
| YTD | +27.6% | +39.7% | -12.1% | +7.7% |
| 1Y | +30.8% | +42.4% | -11.6% | +8.8% |
| All | +117.9% | +26.0% | +91.9% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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