+191.3%
XOM vs BA
+70.0%
+121.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.3% | +2.8% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | +3.4% | -11.3% | +14.8% | +6.8% |
| 3M | +11.0% | -3.8% | +14.8% | +11.2% |
| 6M | +10.6% | -8.3% | +18.9% | +11.2% |
| YTD | +39.2% | -4.9% | +44.1% | +38.1% |
| 1Y | +52.7% | -10.1% | +62.8% | +53.2% |
| 3Y | +56.8% | -2.3% | +59.1% | +47.7% |
| 5Y | +261.8% | -3.5% | +265.3% | +228.1% |
| 10Y | +191.3% | +74.6% | +116.8% | +102.9% |
| All | +191.3% | +70.0% | +121.3% | +102.9% |
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