+339.9%
XOM vs BAH
+1,076.0%
-736.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.5% |
| 30D | -3.6% | +20.8% | -24.4% | -7.2% |
| 3M | +8.2% | +11.6% | -3.3% | +5.6% |
| 6M | +14.0% | +23.1% | -9.1% | +8.7% |
| YTD | +44.6% | +5.3% | +39.3% | +40.8% |
| 1Y | +47.8% | +6.1% | +41.6% | +43.4% |
| 3Y | +79.6% | -27.5% | +107.1% | +83.1% |
| 5Y | +214.3% | +6.2% | +208.1% | +187.4% |
| 10Y | +204.0% | +202.2% | +1.8% | +119.1% |
| All | +339.9% | +1,076.0% | -736.1% | +123.2% |
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