+65.8%
XLE vs BP
+48.4%
+17.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +0.9% |
| 7D | -0.2% | -0.8% | +0.5% | +0.3% |
| 30D | -4.0% | -3.1% | -0.9% | -2.1% |
| 3M | +4.6% | +6.2% | -1.5% | +0.7% |
| 6M | +12.3% | +4.8% | +7.5% | +8.7% |
| YTD | +44.5% | +35.2% | +9.4% | +18.8% |
| 1Y | +42.4% | +27.4% | +15.0% | +21.3% |
| All | +65.8% | +48.4% | +17.4% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling