+82.5%
XOP vs BB
-63.6%
+146.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | -5.6% | +8.2% | +3.8% |
| 30D | +15.4% | -11.8% | +27.2% | +18.2% |
| 3M | +12.1% | -25.5% | +37.6% | +17.1% |
| 6M | +19.7% | +121.3% | -101.6% | -3.5% |
| YTD | +52.4% | +103.2% | -50.8% | +25.0% |
| 1Y | +47.6% | +102.6% | -55.1% | +20.0% |
| 3Y | +34.4% | +37.5% | -3.1% | +10.3% |
| 5Y | +154.4% | -30.4% | +184.8% | +133.0% |
| 10Y | +54.7% | 0.0% | +54.7% | +1.1% |
| All | +82.5% | -63.6% | +146.1% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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