+75.9%
XOP vs BB
-56.8%
+132.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.3% |
| 7D | +5.2% | +9.0% | -3.8% | +3.2% |
| 30D | -8.4% | +7.7% | -16.0% | -10.5% |
| 3M | +2.9% | +4.0% | -1.0% | +0.5% |
| 6M | +8.8% | +46.6% | -37.8% | -3.8% |
| YTD | +46.9% | +140.6% | -93.7% | +14.8% |
| 1Y | +41.5% | +103.1% | -61.6% | +14.3% |
| 3Y | +43.1% | +150.5% | -107.4% | +2.3% |
| 5Y | +92.2% | -15.4% | +107.6% | +67.5% |
| 10Y | +52.3% | +25.4% | +26.9% | -6.5% |
| All | +75.9% | -56.8% | +132.8% | +39.2% |
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