+82.5%
XOP vs BP
+90.6%
-8.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.3% |
| 7D | +2.6% | +3.9% | -1.4% | -1.1% |
| 30D | +15.4% | +7.6% | +7.8% | +7.7% |
| 3M | +12.1% | +0.7% | +11.4% | +10.7% |
| 6M | +19.7% | +15.5% | +4.2% | +3.9% |
| YTD | +52.4% | +30.8% | +21.6% | +17.2% |
| 1Y | +47.6% | +34.3% | +13.2% | +10.4% |
| 3Y | +34.4% | +35.1% | -0.7% | -1.9% |
| 5Y | +154.4% | +126.8% | +27.6% | +13.5% |
| 10Y | +54.7% | +123.4% | -68.7% | -26.2% |
| All | +82.5% | +90.6% | -8.1% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling