+188.5%
XOM vs BA
+27.6%
+160.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -7.3% | 0.0% | -7.4% | -7.4% |
| 30D | -2.6% | -8.9% | +6.3% | -0.4% |
| 3M | +3.6% | -25.5% | +29.1% | +11.6% |
| 6M | +15.3% | -27.0% | +42.2% | +23.6% |
| YTD | +39.4% | -20.1% | +59.6% | +44.3% |
| 1Y | +43.2% | -11.0% | +54.2% | +42.9% |
| 3Y | +74.9% | -11.8% | +86.8% | +68.2% |
| 5Y | +201.3% | -20.6% | +221.9% | +187.8% |
| 10Y | +188.5% | +26.6% | +161.9% | +164.8% |
| All | +188.5% | +27.6% | +160.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling