+302.3%
NEM vs XOP
+58.6%
+243.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | +2.6% | -3.6% | -1.3% |
| 30D | +7.8% | +9.6% | -1.8% | +6.7% |
| 3M | +30.2% | +20.4% | +9.9% | +27.4% |
| 6M | +9.6% | +19.9% | -10.3% | +6.7% |
| YTD | +27.8% | +56.4% | -28.6% | +20.3% |
| 1Y | +60.7% | +52.4% | +8.3% | +51.6% |
| 3Y | +245.3% | +39.9% | +205.4% | +226.8% |
| 5Y | +155.3% | +163.7% | -8.4% | +126.8% |
| All | +302.3% | +58.6% | +243.7% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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