+68.6%
XOP vs BN
+968.0%
-899.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.7% |
| 7D | -8.4% | +4.3% | -12.7% | -11.4% |
| 30D | -8.4% | +14.3% | -22.6% | -17.1% |
| 3M | +0.2% | -4.1% | +4.3% | +1.2% |
| 6M | +7.2% | -9.7% | +16.9% | +11.2% |
| YTD | +40.8% | -7.1% | +48.0% | +39.1% |
| 1Y | +36.3% | -7.4% | +43.7% | +34.4% |
| 3Y | +37.2% | +102.3% | -65.2% | -26.4% |
| 5Y | +86.6% | +35.9% | +50.7% | +27.4% |
| 10Y | +44.0% | +289.2% | -245.1% | -54.2% |
| All | +68.6% | +968.0% | -899.4% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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