+185.8%
XOM vs NTR
+98.7%
+87.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.7% |
| 7D | +1.9% | -2.5% | +4.3% | +3.0% |
| 30D | +4.1% | +17.0% | -13.0% | -3.3% |
| 3M | +10.4% | +22.2% | -11.8% | +0.3% |
| 6M | +13.0% | +5.2% | +7.9% | +9.4% |
| YTD | +40.1% | +29.7% | +10.4% | +22.7% |
| 1Y | +51.1% | +39.4% | +11.7% | +27.2% |
| 3Y | +57.7% | +38.2% | +19.5% | +29.5% |
| 5Y | +264.7% | +47.6% | +217.1% | +162.6% |
| All | +185.8% | +98.7% | +87.1% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling