+192.9%
XOM vs BX
+673.1%
-480.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.2% |
| 7D | +4.1% | -5.6% | +9.7% | +5.5% |
| 30D | +4.6% | -12.2% | +16.8% | +7.8% |
| 3M | +14.0% | +7.4% | +6.6% | +11.1% |
| 6M | +11.0% | +22.2% | -11.2% | +3.4% |
| YTD | +40.7% | -14.0% | +54.7% | +43.9% |
| 1Y | +52.3% | -27.3% | +79.6% | +63.0% |
| 3Y | +60.5% | +24.5% | +35.9% | +41.4% |
| 5Y | +266.4% | +18.9% | +247.5% | +207.2% |
| All | +192.9% | +673.1% | -480.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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