+59.7%
XOM vs BN
+69.2%
-9.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.9% | -5.9% | +7.7% | +2.3% |
| 30D | +4.1% | -15.1% | +19.1% | +5.4% |
| 3M | +10.4% | -14.6% | +25.0% | +11.7% |
| 6M | +13.0% | -8.4% | +21.5% | +12.9% |
| YTD | +40.1% | -16.8% | +56.9% | +41.7% |
| 1Y | +51.1% | -14.4% | +65.5% | +51.6% |
| All | +59.7% | +69.2% | -9.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling