+31.8%
BA vs XOP
+48.6%
-16.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -14.7% | +15.8% | +8.0% |
| 30D | -7.9% | -7.7% | -0.2% | -5.0% |
| 3M | -25.3% | +4.4% | -29.8% | -27.3% |
| 6M | -24.6% | +3.5% | -28.1% | -27.3% |
| YTD | -20.1% | +39.4% | -59.5% | -34.3% |
| 1Y | -11.8% | +39.8% | -51.5% | -27.8% |
| 3Y | -10.1% | +29.7% | -39.8% | -25.6% |
| 5Y | -22.7% | +78.6% | -101.3% | -48.5% |
| All | +31.8% | +48.6% | -16.8% | -29.4% |
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