+39.9%
XOP vs BRO
-7.6%
+47.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.6% | -7.3% | +9.9% | +3.2% |
| 30D | +9.6% | -6.9% | +16.5% | +10.1% |
| 3M | +20.4% | +10.7% | +9.7% | +18.6% |
| 6M | +19.9% | -2.7% | +22.6% | +19.9% |
| YTD | +56.4% | -16.3% | +72.7% | +59.4% |
| 1Y | +52.4% | -29.1% | +81.5% | +59.1% |
| 3Y | +39.9% | -7.8% | +47.7% | +54.8% |
| All | +39.9% | -7.6% | +47.5% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling