+187.7%
BA vs XOP
+67.4%
+120.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -14.7% | +15.8% | +7.5% |
| 30D | -7.9% | -7.7% | -0.2% | -5.2% |
| 3M | -25.3% | +4.4% | -29.8% | -27.1% |
| 6M | -24.6% | +3.5% | -28.1% | -27.0% |
| YTD | -20.1% | +39.4% | -59.5% | -32.9% |
| 1Y | -11.8% | +39.8% | -51.5% | -26.2% |
| 3Y | -10.1% | +29.7% | -39.8% | -23.8% |
| 5Y | -22.7% | +78.6% | -101.3% | -45.2% |
| 10Y | +35.1% | +51.8% | -16.8% | -11.9% |
| All | +187.7% | +67.4% | +120.4% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling