+257.2%
XOM vs NTAP
+140.4%
+116.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.1% | -0.6% |
| 7D | +4.1% | +7.4% | -3.3% | +3.1% |
| 30D | +4.6% | -1.4% | +5.9% | +4.7% |
| 3M | +14.0% | +24.6% | -10.6% | +10.5% |
| 6M | +11.0% | +105.9% | -94.9% | -1.0% |
| YTD | +40.7% | +88.5% | -47.8% | +27.0% |
| 1Y | +52.3% | +62.1% | -9.8% | +40.9% |
| 3Y | +60.5% | +169.1% | -108.6% | +27.4% |
| All | +257.2% | +140.4% | +116.8% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling