+153.3%
XOP vs BRO
+17.6%
+135.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.6% | -7.3% | +9.9% | +4.4% |
| 30D | +9.6% | -6.9% | +16.5% | +11.2% |
| 3M | +20.4% | +10.7% | +9.7% | +16.5% |
| 6M | +19.9% | -2.7% | +22.6% | +19.7% |
| YTD | +56.4% | -16.3% | +72.7% | +62.6% |
| 1Y | +52.4% | -29.1% | +81.5% | +66.3% |
| 3Y | +39.9% | -7.8% | +47.7% | +37.3% |
| All | +153.3% | +17.6% | +135.6% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling