+4,565.7%
XOM vs BP
+1,406.2%
+3,159.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +2.8% | +3.8% | -1.0% | +0.6% |
| 30D | -3.6% | -5.3% | +1.7% | -0.4% |
| 3M | +8.2% | +9.3% | -1.0% | +2.6% |
| 6M | +14.0% | +7.2% | +6.8% | +9.1% |
| YTD | +44.6% | +38.0% | +6.6% | +18.7% |
| 1Y | +47.8% | +33.2% | +14.6% | +23.7% |
| 3Y | +79.6% | +50.3% | +29.3% | +37.7% |
| 5Y | +214.3% | +114.1% | +100.2% | +94.3% |
| 10Y | +204.0% | +140.7% | +63.3% | +71.2% |
| All | +4,565.7% | +1,406.2% | +3,159.5% | +1,122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling