-14.7%
BA vs XOP
+40.2%
-54.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | +0.2% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -7.9% | -7.3% | -0.6% | -6.7% |
| 3M | -25.2% | +1.4% | -26.6% | -25.5% |
| 6M | -26.7% | +7.8% | -34.5% | -28.4% |
| YTD | -19.6% | +44.5% | -64.1% | -31.3% |
| 1Y | -10.6% | +37.0% | -47.6% | -22.1% |
| All | -14.7% | +40.2% | -54.9% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling