+280.5%
NEM vs XOP
+82.9%
+197.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.4% |
| 30D | +23.1% | +15.4% | +7.6% | +18.2% |
| 3M | +18.5% | +12.1% | +6.4% | +14.3% |
| 6M | +7.8% | +19.7% | -11.9% | +0.9% |
| YTD | +29.1% | +52.4% | -23.3% | +12.7% |
| 1Y | +72.7% | +47.6% | +25.1% | +51.9% |
| 3Y | +248.7% | +34.4% | +214.4% | +210.2% |
| 5Y | +148.7% | +154.4% | -5.7% | +75.9% |
| 10Y | +304.8% | +54.7% | +250.1% | +190.1% |
| All | +280.5% | +82.9% | +197.5% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling