+18.8%
BX vs XOP
+165.6%
-146.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.2% | -3.9% |
| 7D | -5.7% | +1.0% | -6.6% | -6.1% |
| 30D | -8.9% | +10.8% | -19.7% | -12.8% |
| 3M | +8.4% | +19.5% | -11.1% | -0.3% |
| 6M | +18.9% | +21.6% | -2.7% | +6.6% |
| YTD | -13.6% | +55.8% | -69.5% | -31.8% |
| 1Y | -22.4% | +54.6% | -77.1% | -38.9% |
| 3Y | +26.0% | +36.6% | -10.6% | +3.3% |
| 5Y | +18.8% | +160.6% | -141.9% | -23.8% |
| All | +18.8% | +165.6% | -146.8% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling