+47.6%
XOP vs ADSK
-31.6%
+79.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.4% | -0.7% |
| 7D | +2.6% | -16.4% | +19.0% | +2.9% |
| 30D | +15.4% | -9.2% | +24.7% | +15.6% |
| 3M | +12.1% | -6.7% | +18.8% | +12.8% |
| 6M | +19.7% | -15.5% | +35.2% | +21.2% |
| YTD | +52.4% | -26.4% | +78.8% | +50.9% |
| 1Y | +47.6% | -31.9% | +79.4% | +45.9% |
| All | +47.6% | -31.6% | +79.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling