+166.9%
XLE vs BP
+113.6%
+53.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +5.4% | +3.8% | +1.6% | +2.8% |
| 30D | -3.9% | -5.3% | +1.3% | -0.3% |
| 3M | +7.0% | +9.3% | -2.2% | +0.4% |
| 6M | +14.2% | +7.2% | +7.0% | +8.2% |
| YTD | +48.2% | +38.0% | +10.1% | +16.6% |
| 1Y | +47.7% | +33.2% | +14.5% | +19.0% |
| 3Y | +70.0% | +50.3% | +19.7% | +23.4% |
| All | +166.9% | +113.6% | +53.3% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling