+55.0%
XOP vs BBY
+252.7%
-197.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.9% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +9.6% | +9.4% | +0.2% | +5.9% |
| 3M | +20.4% | +19.3% | +1.0% | +12.2% |
| 6M | +19.9% | +47.9% | -28.0% | +1.9% |
| YTD | +56.4% | +39.6% | +16.8% | +35.1% |
| 1Y | +52.4% | +22.2% | +30.3% | +37.7% |
| 3Y | +39.9% | +45.0% | -5.1% | +12.6% |
| 5Y | +163.7% | +2.6% | +161.2% | +132.4% |
| All | +55.0% | +252.7% | -197.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling