+18.3%
XOP vs BAH
+1,084.3%
-1,066.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.8% |
| 3M | +0.2% | +13.1% | -12.9% | -3.7% |
| 6M | +7.2% | +15.2% | -8.0% | +1.7% |
| YTD | +40.8% | +6.0% | +34.8% | +35.2% |
| 1Y | +36.3% | +3.1% | +33.2% | +31.7% |
| 3Y | +37.2% | -26.2% | +63.4% | +40.0% |
| 5Y | +86.6% | +9.3% | +77.3% | +62.9% |
| 10Y | +44.0% | +212.3% | -168.3% | -13.2% |
| All | +18.3% | +1,084.3% | -1,066.0% | -62.0% |
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 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