+162.4%
XOP vs BP
+131.3%
+31.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | -0.4% |
| 7D | +0.6% | +0.9% | -0.3% | -0.2% |
| 30D | +16.5% | +9.1% | +7.4% | +8.0% |
| 3M | +15.7% | +3.9% | +11.8% | +11.6% |
| 6M | +19.2% | +13.6% | +5.6% | +6.3% |
| YTD | +55.0% | +34.0% | +20.9% | +19.1% |
| 1Y | +54.2% | +39.2% | +15.0% | +14.4% |
| 3Y | +35.9% | +36.4% | -0.5% | +1.2% |
| 5Y | +162.4% | +135.8% | +26.6% | +3.0% |
| All | +162.4% | +131.3% | +31.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling