+77.6%
XOP vs BAX
+83.8%
-6.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.8% |
| 7D | +6.3% | +0.1% | +6.3% | +6.3% |
| 30D | -6.6% | +4.1% | -10.7% | -8.9% |
| 3M | +3.6% | -4.5% | +8.1% | +4.3% |
| 6M | +10.8% | +49.2% | -38.5% | -9.6% |
| YTD | +48.3% | +35.2% | +13.0% | +22.6% |
| 1Y | +42.9% | +38.3% | +4.6% | +16.7% |
| 3Y | +43.3% | -19.0% | +62.3% | +41.5% |
| 5Y | +94.0% | -64.2% | +158.1% | +187.5% |
| 10Y | +53.7% | -35.7% | +89.4% | +49.4% |
| All | +77.6% | +83.8% | -6.3% | +21.0% |
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