+187.1%
XOM vs NTR
+97.9%
+89.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +4.1% | -1.3% | +5.4% | +4.7% |
| 30D | +4.6% | +16.8% | -12.2% | -2.8% |
| 3M | +14.0% | +20.7% | -6.8% | +4.1% |
| 6M | +11.0% | +0.5% | +10.4% | +9.7% |
| YTD | +40.7% | +29.2% | +11.5% | +23.5% |
| 1Y | +52.3% | +39.6% | +12.7% | +28.1% |
| 3Y | +60.5% | +37.9% | +22.6% | +31.9% |
| 5Y | +266.4% | +47.1% | +219.3% | +164.3% |
| All | +187.1% | +97.9% | +89.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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