-10.1%
BA vs XOP
+25.8%
-35.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -14.7% | +15.8% | +3.9% |
| 30D | -7.9% | -7.7% | -0.2% | -6.7% |
| 3M | -25.3% | +4.4% | -29.8% | -26.2% |
| 6M | -24.6% | +3.5% | -28.1% | -25.7% |
| YTD | -20.1% | +39.4% | -59.5% | -31.3% |
| 1Y | -11.8% | +39.8% | -51.5% | -24.6% |
| 3Y | -10.1% | +29.7% | -39.8% | -21.9% |
| All | -10.1% | +25.8% | -35.9% | -21.9% |
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