+314.3%
XOM vs BAH
+876.9%
-562.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.9% |
| 7D | -2.4% | -4.3% | +2.0% | -1.5% |
| 30D | +5.7% | -4.5% | +10.1% | +6.5% |
| 3M | +6.6% | -7.6% | +14.2% | +7.8% |
| 6M | +7.7% | -10.6% | +18.3% | +9.2% |
| YTD | +36.2% | -12.6% | +48.7% | +37.8% |
| 1Y | +50.5% | -27.0% | +77.5% | +57.6% |
| 3Y | +53.4% | -31.5% | +84.8% | +57.2% |
| 5Y | +254.2% | -3.8% | +258.0% | +229.1% |
| 10Y | +177.9% | +183.9% | -6.0% | +102.7% |
| All | +314.3% | +876.9% | -562.6% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling