+250.5%
NEM vs XOP
+35.8%
+214.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +3.1% | +1.0% | +2.1% | +2.9% |
| 30D | +10.0% | +10.8% | -0.9% | +8.3% |
| 3M | +30.9% | +19.5% | +11.4% | +27.0% |
| 6M | +10.5% | +21.6% | -11.1% | +5.0% |
| YTD | +29.7% | +55.8% | -26.1% | +14.1% |
| 1Y | +71.1% | +54.6% | +16.5% | +50.5% |
| All | +250.5% | +35.8% | +214.7% | +206.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling