+4,436.6%
XOM vs BA
+1,526.3%
+2,910.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -11.4% | +1.1% | -12.5% | -11.7% |
| 30D | +1.1% | -7.9% | +9.0% | +3.2% |
| 3M | +7.8% | -25.3% | +33.1% | +16.2% |
| 6M | +13.0% | -24.6% | +37.6% | +20.3% |
| YTD | +40.6% | -20.1% | +60.7% | +45.8% |
| 1Y | +49.1% | -11.8% | +60.8% | +49.6% |
| 3Y | +72.9% | -10.1% | +83.0% | +66.2% |
| 5Y | +204.0% | -22.7% | +226.7% | +193.8% |
| 10Y | +205.7% | +35.1% | +170.7% | +130.6% |
| All | +4,436.6% | +1,526.3% | +2,910.2% | +1,720.2% |
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