+87.1%
XOP vs ADSK
+492.7%
-405.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.8% |
| 7D | +1.6% | -10.9% | +12.5% | +6.4% |
| 30D | +9.6% | -15.9% | +25.5% | +17.1% |
| 3M | +16.9% | -4.4% | +21.3% | +17.0% |
| 6M | +24.0% | -16.6% | +40.7% | +30.3% |
| YTD | +56.2% | -28.5% | +84.7% | +73.6% |
| 1Y | +51.8% | -34.6% | +86.4% | +75.1% |
| 3Y | +37.0% | -3.5% | +40.4% | +28.9% |
| 5Y | +163.4% | -25.6% | +189.0% | +161.3% |
| 10Y | +56.6% | +216.6% | -160.0% | -29.0% |
| All | +87.1% | +492.7% | -405.7% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling