+980.7%
XOM vs BB
+258.8%
+721.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | -5.6% | +7.4% | +2.1% |
| 30D | +5.9% | -11.8% | +17.6% | +6.6% |
| 3M | +5.6% | -25.5% | +31.1% | +7.0% |
| 6M | +7.9% | +121.3% | -113.4% | +0.9% |
| YTD | +35.2% | +103.2% | -68.0% | +27.1% |
| 1Y | +46.0% | +102.6% | -56.6% | +36.9% |
| 3Y | +55.0% | +37.5% | +17.5% | +45.8% |
| 5Y | +246.3% | -30.4% | +276.8% | +235.8% |
| 10Y | +181.0% | 0.0% | +181.0% | +148.1% |
| All | +980.7% | +258.8% | +721.8% | +757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling