-1.5%
BAC vs XOP
+45.9%
-47.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.4% | +3.6% |
| 7D | +1.5% | -10.5% | +12.1% | +1.0% |
| 30D | -4.4% | -4.3% | 0.0% | -4.7% |
| 3M | -17.5% | +4.7% | -22.2% | -17.2% |
| 6M | -0.1% | -0.1% | 0.0% | +0.2% |
| YTD | -4.6% | +43.8% | -48.5% | -9.7% |
| 1Y | -1.5% | +45.3% | -46.8% | -7.9% |
| All | -1.5% | +45.9% | -47.4% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling