+4,294.1%
XOM vs BP
+1,362.4%
+2,931.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.9% |
| 30D | +5.7% | +9.1% | -3.5% | +0.3% |
| 3M | +6.6% | +3.9% | +2.6% | +3.9% |
| 6M | +7.7% | +13.6% | -6.0% | -0.6% |
| YTD | +36.2% | +34.0% | +2.2% | +13.8% |
| 1Y | +50.5% | +39.2% | +11.3% | +22.7% |
| 3Y | +53.4% | +36.4% | +16.9% | +24.5% |
| 5Y | +254.2% | +135.8% | +118.4% | +107.0% |
| 10Y | +177.9% | +125.0% | +52.9% | +62.4% |
| All | +4,294.1% | +1,362.4% | +2,931.7% | +1,072.1% |
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 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