+55.0%
XOP vs BRO
+294.2%
-239.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.6% | -7.3% | +9.9% | +6.2% |
| 30D | +9.6% | -6.9% | +16.5% | +12.9% |
| 3M | +20.4% | +10.7% | +9.7% | +12.9% |
| 6M | +19.9% | -2.7% | +22.6% | +19.1% |
| YTD | +56.4% | -16.3% | +72.7% | +67.0% |
| 1Y | +52.4% | -29.1% | +81.5% | +77.1% |
| 3Y | +39.9% | -7.8% | +47.7% | +33.2% |
| 5Y | +163.7% | +18.7% | +145.0% | +99.6% |
| All | +55.0% | +294.2% | -239.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling