-3.1%
BAC vs XOP
+37.2%
-40.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +2.1% | -8.4% | +10.4% | +1.5% |
| 30D | -6.7% | -8.4% | +1.7% | -7.2% |
| 3M | -20.2% | +0.2% | -20.4% | -20.1% |
| 6M | -0.2% | +7.2% | -7.4% | +0.5% |
| YTD | -6.4% | +40.8% | -47.2% | -10.8% |
| 1Y | -3.1% | +36.3% | -39.4% | -7.0% |
| All | -3.1% | +37.2% | -40.3% | -7.0% |
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