+75.9%
XOP vs NDAQ
+1,365.7%
-1,289.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.1% |
| 7D | +5.2% | +1.7% | +3.5% | +4.3% |
| 30D | -8.4% | +16.2% | -24.6% | -14.9% |
| 3M | +2.9% | +14.0% | -11.0% | -3.8% |
| 6M | +8.8% | +22.3% | -13.4% | -2.6% |
| YTD | +46.9% | +13.0% | +33.9% | +34.6% |
| 1Y | +41.5% | +24.0% | +17.5% | +23.8% |
| 3Y | +43.1% | +117.1% | -74.0% | -5.4% |
| 5Y | +92.2% | +67.5% | +24.7% | +41.5% |
| 10Y | +52.3% | +474.3% | -421.9% | -39.4% |
| All | +75.9% | +1,365.7% | -1,289.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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