+75.9%
XOP vs BN
+949.1%
-873.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.2% |
| 30D | -8.4% | +13.6% | -21.9% | -16.8% |
| 3M | +2.9% | -6.7% | +9.6% | +5.9% |
| 6M | +8.8% | -9.0% | +17.8% | +12.3% |
| YTD | +46.9% | -8.8% | +55.7% | +46.8% |
| 1Y | +41.5% | -10.6% | +52.1% | +42.9% |
| 3Y | +43.1% | +98.8% | -55.6% | -22.4% |
| 5Y | +92.2% | +33.6% | +58.6% | +32.8% |
| 10Y | +52.3% | +298.3% | -246.0% | -52.4% |
| All | +75.9% | +949.1% | -873.2% | -76.2% |
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