+86.6%
XOP vs BBY
+201.1%
-114.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.5% |
| 30D | +10.8% | +6.8% | +4.1% | +8.0% |
| 3M | +19.5% | +18.7% | +0.7% | +11.7% |
| 6M | +21.6% | +37.3% | -15.7% | +6.5% |
| YTD | +55.8% | +35.3% | +20.5% | +36.5% |
| 1Y | +54.6% | +20.7% | +34.0% | +40.4% |
| 3Y | +36.6% | +39.4% | -2.8% | +13.2% |
| 5Y | +160.6% | -1.5% | +162.1% | +134.7% |
| 10Y | +56.2% | +239.8% | -183.6% | -12.9% |
| All | +86.6% | +201.1% | -114.5% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling