+263.7%
QCOM vs XOP
+52.0%
+211.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.7% |
| 7D | +5.1% | +0.6% | +4.4% | +4.9% |
| 30D | +4.3% | +16.5% | -12.3% | -0.6% |
| 3M | -19.6% | +15.7% | -35.3% | -23.6% |
| 6M | +29.5% | +19.2% | +10.3% | +21.0% |
| YTD | +3.4% | +55.0% | -51.6% | -11.5% |
| 1Y | +10.9% | +54.2% | -43.3% | -5.0% |
| 3Y | +74.8% | +35.9% | +38.9% | +54.0% |
| 5Y | +36.2% | +162.4% | -126.2% | -2.8% |
| 10Y | +263.7% | +50.2% | +213.6% | +163.9% |
| All | +263.7% | +52.0% | +211.7% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling