+55.0%
XOP vs BG
+166.7%
-111.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +1.1% |
| 7D | +2.6% | +3.1% | -0.5% | +0.9% |
| 30D | +9.6% | +10.2% | -0.6% | +3.7% |
| 3M | +20.4% | -1.7% | +22.0% | +20.6% |
| 6M | +19.9% | +1.0% | +18.9% | +18.1% |
| YTD | +56.4% | +39.9% | +16.5% | +28.3% |
| 1Y | +52.4% | +53.2% | -0.8% | +17.6% |
| 3Y | +39.9% | +16.3% | +23.6% | +22.9% |
| 5Y | +163.7% | +83.9% | +79.9% | +74.9% |
| All | +55.0% | +166.7% | -111.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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