+538.8%
QCOM vs XOP
+67.4%
+471.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | -14.7% | +15.1% | +5.6% |
| 30D | -6.6% | -7.7% | +1.1% | -4.5% |
| 3M | +3.7% | +4.4% | -0.7% | +1.5% |
| 6M | -13.3% | +3.5% | -16.9% | -15.5% |
| YTD | -1.8% | +39.4% | -41.2% | -14.5% |
| 1Y | -2.5% | +39.8% | -42.3% | -15.3% |
| 3Y | +47.0% | +29.7% | +17.3% | +29.9% |
| 5Y | +13.1% | +78.6% | -65.5% | -12.5% |
| 10Y | +224.7% | +51.8% | +172.8% | +129.7% |
| All | +538.8% | +67.4% | +471.4% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling