+47.8%
XOM vs BN
-11.7%
+59.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | 0.0% |
| 7D | +2.8% | -1.0% | +3.8% | +2.6% |
| 30D | -3.6% | +14.0% | -17.6% | +0.8% |
| 3M | +8.2% | -9.0% | +17.3% | +6.4% |
| 6M | +14.0% | -8.8% | +22.9% | +12.5% |
| YTD | +44.6% | -10.3% | +54.9% | +43.4% |
| 1Y | +47.8% | -5.8% | +53.6% | +45.2% |
| All | +47.8% | -11.7% | +59.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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