+42.9%
XOP vs BAX
+38.8%
+4.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +6.3% | +0.1% | +6.3% | +6.4% |
| 30D | -6.6% | +4.1% | -10.7% | -6.1% |
| 3M | +3.6% | -4.5% | +8.1% | +3.8% |
| 6M | +10.8% | +49.2% | -38.5% | +12.6% |
| YTD | +48.3% | +35.2% | +13.0% | +50.3% |
| 1Y | +42.9% | +38.3% | +4.6% | +44.4% |
| All | +42.9% | +38.8% | +4.1% | +44.4% |
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