+52.4%
XOP vs BRO
-27.7%
+80.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.6% | -7.3% | +9.9% | +2.7% |
| 30D | +9.6% | -6.9% | +16.5% | +9.7% |
| 3M | +20.4% | +10.7% | +9.7% | +19.2% |
| 6M | +19.9% | -2.7% | +22.6% | +20.2% |
| YTD | +56.4% | -16.3% | +72.7% | +59.1% |
| 1Y | +52.4% | -29.1% | +81.5% | +58.8% |
| All | +52.4% | -27.7% | +80.2% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling