+77.6%
XOP vs BB
-57.9%
+135.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +6.3% | +1.8% | +4.5% | +5.9% |
| 30D | -6.6% | +8.1% | -14.7% | -8.9% |
| 3M | +3.6% | -1.0% | +4.6% | +2.1% |
| 6M | +10.8% | +45.9% | -35.1% | -2.1% |
| YTD | +48.3% | +134.8% | -86.6% | +16.4% |
| 1Y | +42.9% | +104.6% | -61.7% | +15.2% |
| 3Y | +43.3% | +152.8% | -109.5% | +2.1% |
| 5Y | +94.0% | -17.4% | +111.4% | +69.9% |
| 10Y | +53.7% | +22.4% | +31.3% | -5.2% |
| All | +77.6% | -57.9% | +135.4% | +41.2% |
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