+192.9%
XOM vs NTAP
+650.8%
-457.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.1% | -1.7% |
| 7D | +4.1% | +7.4% | -3.3% | +2.1% |
| 30D | +4.6% | -1.4% | +5.9% | +4.7% |
| 3M | +14.0% | +24.6% | -10.6% | +7.1% |
| 6M | +11.0% | +105.9% | -94.9% | -10.3% |
| YTD | +40.7% | +88.5% | -47.8% | +16.1% |
| 1Y | +52.3% | +62.1% | -9.8% | +30.7% |
| 3Y | +60.5% | +169.1% | -108.6% | +11.9% |
| 5Y | +266.4% | +141.9% | +124.5% | +159.2% |
| All | +192.9% | +650.8% | -457.9% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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