+75.9%
XOP vs BP
+99.3%
-23.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.5% |
| 7D | +5.2% | +2.5% | +2.7% | +2.8% |
| 30D | -8.4% | -5.6% | -2.8% | -3.4% |
| 3M | +2.9% | +8.0% | -5.1% | -4.5% |
| 6M | +8.8% | +5.7% | +3.2% | +2.6% |
| YTD | +46.9% | +36.8% | +10.1% | +8.2% |
| 1Y | +41.5% | +30.7% | +10.8% | +8.5% |
| 3Y | +43.1% | +51.6% | -8.5% | -6.0% |
| 5Y | +92.2% | +112.2% | -20.0% | -9.0% |
| 10Y | +52.3% | +138.6% | -86.3% | -31.7% |
| All | +75.9% | +99.3% | -23.4% | -13.9% |
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