+4,261.5%
XOM vs BA
+1,890.7%
+2,370.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +1.8% | +1.2% | +0.6% | +1.4% |
| 30D | +5.9% | -11.6% | +17.5% | +9.4% |
| 3M | +5.6% | -2.4% | +7.9% | +5.4% |
| 6M | +7.9% | -6.6% | +14.5% | +7.9% |
| YTD | +35.2% | -2.2% | +37.4% | +33.1% |
| 1Y | +46.0% | -8.0% | +54.0% | +45.5% |
| 3Y | +55.0% | -5.0% | +60.0% | +47.7% |
| 5Y | +246.3% | -2.7% | +249.0% | +214.9% |
| 10Y | +181.0% | +75.9% | +105.1% | +97.8% |
| All | +4,261.5% | +1,890.7% | +2,370.8% | +1,562.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling