+108.6%
ASML vs XOP
+156.6%
-48.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +1.1% | +2.6% | -1.5% | +0.3% |
| 30D | +2.2% | +15.4% | -13.3% | -2.3% |
| 3M | -2.3% | +12.1% | -14.4% | -6.0% |
| 6M | +23.0% | +19.7% | +3.3% | +13.6% |
| YTD | +61.1% | +52.4% | +8.7% | +34.8% |
| 1Y | +129.1% | +47.6% | +81.6% | +93.4% |
| 3Y | +165.4% | +34.4% | +131.0% | +127.4% |
| All | +108.6% | +156.6% | -48.1% | +57.9% |
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 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