+36.3%
XOP vs BAH
+2.9%
+33.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -8.4% | +0.5% | -8.8% | -8.4% |
| 30D | -8.4% | +18.2% | -26.6% | -10.0% |
| 3M | +0.2% | +13.1% | -12.9% | -1.3% |
| 6M | +7.2% | +15.2% | -8.0% | +5.5% |
| YTD | +40.8% | +6.0% | +34.8% | +37.2% |
| 1Y | +36.3% | +3.1% | +33.2% | +35.1% |
| All | +36.3% | +2.9% | +33.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling