+205.4%
XOM vs BA
+24.8%
+180.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -1.1% | +3.9% | +3.1% |
| 30D | -3.6% | -7.1% | +3.5% | -1.9% |
| 3M | +8.2% | -25.5% | +33.8% | +16.6% |
| 6M | +14.0% | -28.7% | +42.8% | +23.1% |
| YTD | +44.6% | -21.0% | +65.6% | +50.1% |
| 1Y | +47.8% | -11.9% | +59.6% | +47.9% |
| 3Y | +79.6% | -16.2% | +95.7% | +75.4% |
| 5Y | +214.3% | -22.4% | +236.7% | +202.3% |
| All | +205.4% | +24.8% | +180.6% | +178.5% |
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