+163.9%
XLE vs BP
+132.1%
+31.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -7.9% | -6.9% | -1.0% | -2.6% |
| 30D | -4.8% | -3.6% | -1.2% | -2.2% |
| 3M | +8.4% | +8.4% | -0.1% | +1.4% |
| 6M | +12.7% | +5.3% | +7.3% | +7.2% |
| YTD | +41.3% | +33.2% | +8.1% | +10.8% |
| 1Y | +42.3% | +28.2% | +14.1% | +14.8% |
| 3Y | +65.1% | +49.2% | +15.8% | +15.0% |
| 5Y | +150.2% | +102.9% | +47.3% | +32.3% |
| 10Y | +163.9% | +127.7% | +36.2% | +23.8% |
| All | +163.9% | +132.1% | +31.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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