+191.6%
XOM vs BP
+137.6%
+54.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | +1.9% | +5.7% | -3.9% | -2.0% |
| 30D | +4.1% | +8.1% | -4.0% | -1.4% |
| 3M | +10.4% | +8.6% | +1.8% | +3.9% |
| 6M | +13.0% | +18.1% | -5.1% | +0.1% |
| YTD | +40.1% | +37.6% | +2.4% | +11.3% |
| 1Y | +51.1% | +39.4% | +11.7% | +18.6% |
| 3Y | +57.7% | +40.1% | +17.7% | +20.7% |
| 5Y | +264.7% | +141.3% | +123.4% | +86.5% |
| All | +191.6% | +137.6% | +54.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling