+2,154.2%
NVO vs XOP
+87.1%
+2,067.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -4.7% | +1.0% | -5.7% | -4.9% |
| 30D | -5.4% | +10.8% | -16.3% | -7.2% |
| 3M | +7.0% | +19.5% | -12.5% | +3.3% |
| 6M | +17.6% | +21.6% | -4.0% | +12.7% |
| YTD | -8.0% | +55.8% | -63.9% | -16.0% |
| 1Y | -13.8% | +54.6% | -68.5% | -21.2% |
| 3Y | -50.3% | +36.6% | -86.9% | -54.1% |
| 5Y | +0.7% | +160.6% | -160.0% | -20.2% |
| 10Y | +155.6% | +56.2% | +99.4% | +105.9% |
| All | +2,154.2% | +87.1% | +2,067.1% | +1,339.2% |
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