+35.9%
XOP vs BAH
-32.1%
+68.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +0.6% | -4.3% | +5.0% | +1.0% |
| 30D | +16.5% | -4.5% | +21.0% | +17.0% |
| 3M | +15.7% | -7.6% | +23.3% | +16.5% |
| 6M | +19.2% | -10.6% | +29.8% | +20.2% |
| YTD | +55.0% | -12.6% | +67.5% | +55.9% |
| 1Y | +54.2% | -27.0% | +81.2% | +57.7% |
| 3Y | +35.9% | -31.5% | +67.4% | +34.0% |
| All | +35.9% | -32.1% | +68.0% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling