+1,984.4%
XOM vs NTAP
+23,869.3%
-21,884.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -2.4% | +3.3% | -5.6% | -2.7% |
| 30D | +5.7% | -0.2% | +5.9% | +5.6% |
| 3M | +6.6% | +11.4% | -4.8% | +5.2% |
| 6M | +7.7% | +88.7% | -81.0% | +0.4% |
| YTD | +36.2% | +78.9% | -42.7% | +27.5% |
| 1Y | +50.5% | +58.8% | -8.3% | +42.4% |
| 3Y | +53.4% | +153.5% | -100.2% | +36.9% |
| 5Y | +254.2% | +136.7% | +117.5% | +216.8% |
| 10Y | +177.9% | +590.2% | -412.3% | +123.8% |
| All | +1,984.4% | +23,869.3% | -21,884.9% | +1,280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling