+1,024.7%
XLE vs BP
+259.8%
+765.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.3% |
| 7D | +2.2% | +3.9% | -1.7% | -0.8% |
| 30D | +11.8% | +7.6% | +4.2% | +5.7% |
| 3M | +9.8% | +0.7% | +9.1% | +8.6% |
| 6M | +15.6% | +15.5% | +0.1% | +2.7% |
| YTD | +45.3% | +30.8% | +14.4% | +17.1% |
| 1Y | +48.3% | +34.3% | +14.0% | +16.9% |
| 3Y | +55.4% | +35.1% | +20.4% | +19.3% |
| 5Y | +216.1% | +126.8% | +89.3% | +61.8% |
| 10Y | +178.4% | +123.4% | +55.0% | +41.7% |
| All | +1,024.7% | +259.8% | +765.0% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling