+54.8%
XOP vs BAX
-37.2%
+92.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +1.6% | -5.4% | +7.1% | +3.2% |
| 30D | +9.6% | -12.4% | +22.0% | +13.5% |
| 3M | +16.9% | +19.1% | -2.2% | +10.1% |
| 6M | +24.0% | +38.6% | -14.6% | +10.3% |
| YTD | +56.2% | +26.7% | +29.5% | +41.3% |
| 1Y | +51.8% | +1.0% | +50.8% | +47.3% |
| 3Y | +37.0% | -33.9% | +70.8% | +48.8% |
| 5Y | +163.4% | -67.0% | +230.4% | +278.8% |
| All | +54.8% | -37.2% | +92.0% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling