+75.5%
ASML vs XOP
+76.5%
-1.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -14.7% | +5.7% | -4.3% |
| 30D | -21.0% | -7.7% | -13.3% | -19.1% |
| 3M | -16.3% | +4.4% | -20.7% | -17.9% |
| 6M | -7.5% | +3.5% | -11.1% | -9.5% |
| YTD | +34.0% | +39.4% | -5.4% | +13.7% |
| 1Y | +39.3% | +39.8% | -0.5% | +17.7% |
| 3Y | +128.9% | +29.7% | +99.2% | +95.5% |
| All | +75.5% | +76.5% | -1.0% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling