+988.3%
XLE vs BP
+265.7%
+722.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -12.0% | -11.6% | -0.4% | -3.5% |
| 30D | -2.7% | 0.0% | -2.8% | -2.9% |
| 3M | +6.6% | +6.7% | -0.2% | +1.2% |
| 6M | +9.5% | +2.2% | +7.4% | +6.9% |
| YTD | +40.6% | +33.0% | +7.6% | +11.7% |
| 1Y | +43.6% | +30.7% | +12.9% | +15.4% |
| 3Y | +58.1% | +44.2% | +13.9% | +15.5% |
| 5Y | +152.2% | +105.1% | +47.0% | +39.0% |
| 10Y | +172.9% | +133.5% | +39.4% | +34.3% |
| All | +988.3% | +265.7% | +722.6% | +285.9% |
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 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