+191.6%
XOM vs BAH
+207.1%
-15.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | -0.3% |
| 7D | +1.9% | +2.4% | -0.6% | +1.4% |
| 30D | +4.1% | -2.9% | +7.0% | +4.6% |
| 3M | +10.4% | -1.3% | +11.8% | +10.3% |
| 6M | +13.0% | -0.9% | +13.9% | +12.4% |
| YTD | +40.1% | -8.2% | +48.3% | +40.4% |
| 1Y | +51.1% | -24.0% | +75.1% | +57.1% |
| 3Y | +57.7% | -28.1% | +85.8% | +58.5% |
| 5Y | +264.7% | +2.5% | +262.2% | +224.6% |
| All | +191.6% | +207.1% | -15.5% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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