+41.0%
XLE vs BP
+28.1%
+12.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -7.9% | -6.9% | -1.0% | -3.9% |
| 30D | -4.8% | -3.6% | -1.2% | -2.6% |
| 3M | +8.4% | +8.4% | -0.1% | +3.5% |
| 6M | +12.7% | +5.3% | +7.3% | +9.3% |
| YTD | +41.3% | +33.2% | +8.1% | +19.3% |
| All | +41.0% | +28.1% | +12.9% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling