+59.7%
XOM vs BB
+62.2%
-2.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | +1.9% | -2.1% | +3.9% | +1.9% |
| 30D | +4.1% | -16.0% | +20.1% | +4.1% |
| 3M | +10.4% | -14.5% | +24.9% | +10.2% |
| 6M | +13.0% | +118.6% | -105.5% | +11.3% |
| YTD | +40.1% | +98.9% | -58.9% | +38.2% |
| 1Y | +51.1% | +99.5% | -48.3% | +48.9% |
| All | +59.7% | +62.2% | -2.4% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling