+28.0%
XOP vs BAH
+886.2%
-858.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | +2.6% | -3.2% | +5.8% | +3.5% |
| 30D | +15.4% | +2.0% | +13.4% | +14.7% |
| 3M | +12.1% | -7.6% | +19.7% | +14.0% |
| 6M | +19.7% | -5.7% | +25.4% | +20.3% |
| YTD | +52.4% | -11.7% | +64.1% | +54.7% |
| 1Y | +47.6% | -27.4% | +74.9% | +58.2% |
| 3Y | +34.4% | -32.5% | +66.9% | +40.0% |
| 5Y | +154.4% | -3.3% | +157.7% | +129.5% |
| 10Y | +54.7% | +186.0% | -131.3% | -4.7% |
| All | +28.0% | +886.2% | -858.2% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling