+257.2%
XOM vs BB
-26.5%
+283.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | +4.1% | -0.4% | +4.5% | +4.1% |
| 30D | +4.6% | -12.5% | +17.1% | +5.1% |
| 3M | +14.0% | -17.4% | +31.4% | +14.4% |
| 6M | +11.0% | +119.1% | -108.2% | +5.2% |
| YTD | +40.7% | +102.4% | -61.7% | +34.0% |
| 1Y | +52.3% | +98.2% | -45.9% | +44.8% |
| 3Y | +60.5% | +46.9% | +13.5% | +54.1% |
| All | +257.2% | -26.5% | +283.7% | +269.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling