+73.1%
XOP vs BAX
+87.6%
-14.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -7.3% | +6.3% | -13.6% | -10.3% |
| 3M | +1.4% | -4.6% | +6.0% | +2.2% |
| 6M | +7.8% | +50.4% | -42.6% | -12.2% |
| YTD | +44.5% | +38.0% | +6.5% | +18.6% |
| 1Y | +37.0% | +44.6% | -7.6% | +9.7% |
| 3Y | +40.8% | -15.1% | +55.9% | +35.9% |
| 5Y | +88.7% | -63.3% | +151.9% | +176.7% |
| 10Y | +49.9% | -34.4% | +84.2% | +44.5% |
| All | +73.1% | +87.6% | -14.5% | +17.0% |
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