+44.0%
XOP vs BAH
+210.6%
-166.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -8.4% | +0.5% | -8.8% | -8.5% |
| 30D | -8.4% | +18.2% | -26.6% | -12.3% |
| 3M | +0.2% | +13.1% | -12.9% | -3.3% |
| 6M | +7.2% | +15.2% | -8.0% | +2.4% |
| YTD | +40.8% | +6.0% | +34.8% | +35.9% |
| 1Y | +36.3% | +3.1% | +33.2% | +32.3% |
| 3Y | +37.2% | -26.2% | +63.4% | +39.2% |
| 5Y | +86.6% | +9.3% | +77.3% | +59.8% |
| 10Y | +44.0% | +212.3% | -168.3% | +4.8% |
| All | +44.0% | +210.6% | -166.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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