+289.7%
XOM vs BX
+873.6%
-583.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +3.1% |
| 7D | 0.0% | -5.7% | +5.7% | +1.3% |
| 30D | +3.4% | -8.9% | +12.3% | +5.4% |
| 3M | +11.0% | +8.4% | +2.6% | +8.3% |
| 6M | +10.6% | +18.9% | -8.3% | +4.7% |
| YTD | +39.2% | -13.6% | +52.8% | +41.5% |
| 1Y | +52.7% | -22.4% | +75.2% | +58.9% |
| 3Y | +56.8% | +26.0% | +30.8% | +41.6% |
| 5Y | +261.8% | +18.8% | +243.0% | +216.7% |
| 10Y | +191.3% | +668.7% | -477.4% | +60.7% |
| All | +289.7% | +873.6% | -583.9% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling