+160.6%
XOP vs BAX
-67.6%
+228.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +1.0% | -5.1% | +6.1% | +1.8% |
| 30D | +10.8% | -12.2% | +23.0% | +13.1% |
| 3M | +19.5% | +21.8% | -2.4% | +14.9% |
| 6M | +21.6% | +36.3% | -14.7% | +14.0% |
| YTD | +55.8% | +27.8% | +28.0% | +47.0% |
| 1Y | +54.6% | -0.1% | +54.7% | +53.5% |
| 3Y | +36.6% | -33.3% | +69.9% | +45.4% |
| 5Y | +160.6% | -67.1% | +227.7% | +217.1% |
| All | +160.6% | -67.6% | +228.2% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling