+397.7%
BAC vs XOP
+52.9%
+344.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | +0.6% | +1.0% | -0.3% | +0.2% |
| 30D | -1.4% | +10.8% | -12.2% | -5.7% |
| 3M | +15.7% | +19.5% | -3.7% | +6.5% |
| 6M | +32.2% | +21.6% | +10.6% | +19.3% |
| YTD | +15.8% | +55.8% | -40.1% | -6.9% |
| 1Y | +27.3% | +54.6% | -27.4% | +2.2% |
| 3Y | +137.5% | +36.6% | +100.8% | +98.4% |
| 5Y | +73.1% | +160.6% | -87.6% | +1.5% |
| 10Y | +397.7% | +56.2% | +341.5% | +175.1% |
| All | +397.7% | +52.9% | +344.9% | +175.1% |
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