+54.4%
XOM vs BA
-2.4%
+56.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | +1.8% | +1.2% | +0.6% | +1.7% |
| 30D | +5.9% | -11.6% | +17.5% | +6.1% |
| 3M | +5.6% | -2.4% | +7.9% | +5.5% |
| 6M | +7.9% | -6.6% | +14.5% | +8.1% |
| YTD | +35.2% | -2.2% | +37.4% | +34.6% |
| 1Y | +46.0% | -8.0% | +54.0% | +46.4% |
| All | +54.4% | -2.4% | +56.9% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling