+45.3%
XOP vs BAX
+46.0%
-0.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.3% | -6.1% |
| 7D | -10.5% | +4.1% | -14.6% | -10.0% |
| 30D | -4.3% | +9.4% | -13.8% | -3.5% |
| 3M | +4.7% | -6.5% | +11.2% | +5.0% |
| 6M | -0.1% | +59.6% | -59.7% | +1.8% |
| YTD | +43.8% | +38.9% | +5.0% | +46.6% |
| 1Y | +45.3% | +48.0% | -2.7% | +46.4% |
| All | +45.3% | +46.0% | -0.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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