+82.5%
XOP vs BAX
+84.0%
-1.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.3% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | +15.4% | -5.5% | +20.9% | +18.0% |
| 3M | +12.1% | +33.5% | -21.5% | -2.6% |
| 6M | +19.7% | +35.9% | -16.2% | +1.5% |
| YTD | +52.4% | +35.4% | +17.0% | +27.4% |
| 1Y | +47.6% | +9.8% | +37.8% | +34.3% |
| 3Y | +34.4% | -32.7% | +67.1% | +46.9% |
| 5Y | +154.4% | -65.6% | +219.9% | +289.1% |
| 10Y | +54.7% | -34.9% | +89.6% | +50.2% |
| All | +82.5% | +84.0% | -1.5% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling