+635.8%
BX vs XOP
+53.9%
+582.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +0.6% | +6.3% | -5.8% | -1.6% |
| 30D | +14.2% | -6.6% | +20.8% | +16.4% |
| 3M | -18.7% | +3.6% | -22.3% | -20.4% |
| 6M | +2.5% | +10.8% | -8.3% | -2.9% |
| YTD | -18.8% | +48.3% | -67.1% | -31.9% |
| 1Y | -10.3% | +42.9% | -53.2% | -23.8% |
| 3Y | +35.4% | +43.3% | -7.9% | +14.2% |
| 5Y | +0.3% | +94.0% | -93.7% | -25.2% |
| All | +635.8% | +53.9% | +582.0% | +389.7% |
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 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