+261.8%
XOM vs BP
+141.6%
+120.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.0% |
| 7D | 0.0% | +4.0% | -3.9% | -2.5% |
| 30D | +3.4% | +7.8% | -4.4% | -1.7% |
| 3M | +11.0% | +8.4% | +2.6% | +4.8% |
| 6M | +10.6% | +15.1% | -4.4% | +0.2% |
| YTD | +39.2% | +36.4% | +2.8% | +12.3% |
| 1Y | +52.7% | +40.9% | +11.8% | +20.2% |
| 3Y | +56.8% | +38.8% | +17.9% | +22.5% |
| 5Y | +261.8% | +141.1% | +120.7% | +78.4% |
| All | +261.8% | +141.6% | +120.2% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling