+132.6%
XOP vs BROS
+10.5%
+122.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +0.3% |
| 7D | +6.3% | +6.3% | 0.0% | +5.7% |
| 30D | -6.6% | -8.3% | +1.8% | -6.1% |
| 3M | +3.6% | -29.8% | +33.3% | +6.5% |
| 6M | +10.8% | -25.8% | +36.6% | +12.4% |
| YTD | +48.3% | -41.4% | +89.6% | +53.3% |
| 1Y | +42.9% | -35.2% | +78.1% | +45.9% |
| 3Y | +43.3% | +32.8% | +10.5% | +31.1% |
| 5Y | +94.0% | -42.2% | +136.1% | +80.0% |
| All | +132.6% | +10.5% | +122.1% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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