+153.3%
XOP vs ADSK
-25.3%
+178.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.6% | -2.5% | +5.2% | +3.2% |
| 30D | +9.6% | -14.9% | +24.5% | +13.4% |
| 3M | +20.4% | +3.3% | +17.0% | +18.2% |
| 6M | +19.9% | -15.7% | +35.6% | +23.4% |
| YTD | +56.4% | -28.2% | +84.6% | +67.4% |
| 1Y | +52.4% | -34.5% | +87.0% | +67.4% |
| 3Y | +39.9% | -2.9% | +42.8% | +34.9% |
| All | +153.3% | -25.3% | +178.6% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling