+4,405.4%
XOM vs BA
+1,516.8%
+2,888.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -8.3% | -1.7% | -6.6% | -7.9% |
| 30D | -2.5% | -9.5% | +7.0% | 0.0% |
| 3M | +8.3% | -26.5% | +34.8% | +17.3% |
| 6M | +15.5% | -27.4% | +42.8% | +24.2% |
| YTD | +39.6% | -20.6% | +60.2% | +45.0% |
| 1Y | +44.6% | -11.4% | +56.0% | +45.0% |
| 3Y | +76.6% | -10.8% | +87.4% | +70.1% |
| 5Y | +195.8% | -21.9% | +217.7% | +184.9% |
| 10Y | +191.6% | +28.1% | +163.5% | +123.2% |
| All | +4,405.4% | +1,516.8% | +2,888.6% | +1,710.6% |
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