+56.2%
XOP vs BAH
+186.6%
-130.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | +10.8% | -6.6% | +17.5% | +12.7% |
| 3M | +19.5% | -7.2% | +26.6% | +21.2% |
| 6M | +21.6% | -10.0% | +31.6% | +23.8% |
| YTD | +55.8% | -12.5% | +68.3% | +58.3% |
| 1Y | +54.6% | -27.9% | +82.6% | +65.3% |
| 3Y | +36.6% | -31.4% | +68.0% | +39.3% |
| 5Y | +160.6% | -3.2% | +163.9% | +129.3% |
| 10Y | +56.2% | +191.5% | -135.2% | +6.5% |
| All | +56.2% | +186.6% | -130.4% | +6.5% |
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