+52.3%
XOM vs NTR
+39.1%
+13.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +4.1% | -1.3% | +5.4% | +4.6% |
| 30D | +4.6% | +16.8% | -12.2% | -1.4% |
| 3M | +14.0% | +20.7% | -6.8% | +6.0% |
| 6M | +11.0% | +0.5% | +10.4% | +9.2% |
| YTD | +40.7% | +29.2% | +11.5% | +28.4% |
| 1Y | +52.3% | +39.6% | +12.7% | +37.5% |
| All | +52.3% | +39.1% | +13.2% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling