-24.1%
NOK vs XOP
+78.0%
-102.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.9% |
| 7D | +5.4% | +6.3% | -1.0% | +2.9% |
| 30D | -14.1% | -6.6% | -7.6% | -12.0% |
| 3M | -23.6% | +3.6% | -27.1% | -24.9% |
| 6M | -45.1% | +10.8% | -55.9% | -47.7% |
| YTD | +24.7% | +48.3% | -23.5% | +5.5% |
| 1Y | +19.0% | +42.9% | -23.9% | +1.9% |
| 3Y | +147.0% | +43.3% | +103.7% | +105.5% |
| 5Y | +58.2% | +94.0% | -35.8% | +11.3% |
| 10Y | +122.3% | +53.7% | +68.5% | +44.5% |
| All | -24.1% | +78.0% | -102.1% | -62.2% |
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 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