+85.6%
XOP vs BG
+264.7%
-179.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -0.8% |
| 7D | +0.6% | +2.4% | -1.7% | -0.8% |
| 30D | +16.5% | +15.0% | +1.5% | +7.5% |
| 3M | +15.7% | -0.7% | +16.4% | +15.3% |
| 6M | +19.2% | +7.5% | +11.7% | +13.2% |
| YTD | +55.0% | +41.6% | +13.3% | +25.5% |
| 1Y | +54.2% | +50.7% | +3.5% | +19.1% |
| 3Y | +35.9% | +20.3% | +15.6% | +16.1% |
| 5Y | +162.4% | +85.2% | +77.2% | +72.3% |
| 10Y | +50.2% | +160.6% | -110.5% | -24.5% |
| All | +85.6% | +264.7% | -179.1% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling