+58.8%
BAC vs XOP
+67.4%
-8.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | -14.7% | +13.5% | +7.5% |
| 30D | -7.7% | -7.7% | 0.0% | -4.1% |
| 3M | -21.2% | +4.4% | -25.6% | -23.8% |
| 6M | -6.8% | +3.5% | -10.4% | -10.5% |
| YTD | -8.7% | +39.4% | -48.1% | -27.2% |
| 1Y | -5.3% | +39.8% | -45.1% | -24.8% |
| 3Y | +87.4% | +29.7% | +57.8% | +51.2% |
| 5Y | +18.9% | +78.6% | -59.7% | -26.3% |
| 10Y | +273.3% | +51.8% | +221.5% | +104.8% |
| All | +58.8% | +67.4% | -8.6% | -29.7% |
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