+52.6%
XOM vs BB
+88.0%
-35.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.0% | -11.6% | -4.1% |
| 7D | -7.0% | -6.8% | -0.2% | -7.4% |
| 30D | +3.2% | -3.5% | +6.7% | +3.3% |
| 3M | +10.7% | -1.2% | +11.9% | +11.1% |
| 6M | +11.6% | +57.0% | -45.4% | +17.9% |
| YTD | +43.5% | +131.1% | -87.7% | +60.4% |
| 1Y | +52.6% | +87.6% | -35.0% | +72.5% |
| All | +52.6% | +88.0% | -35.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling