+82.5%
XOP vs NDAQ
+1,202.5%
-1,120.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | 0.0% |
| 7D | +2.6% | -2.4% | +5.0% | +3.7% |
| 30D | +15.4% | +2.5% | +13.0% | +14.1% |
| 3M | +12.1% | +9.9% | +2.1% | +6.2% |
| 6M | +19.7% | +9.4% | +10.3% | +12.9% |
| YTD | +52.4% | +0.4% | +52.0% | +48.5% |
| 1Y | +47.6% | +4.0% | +43.5% | +40.8% |
| 3Y | +34.4% | +94.4% | -60.0% | -6.2% |
| 5Y | +154.4% | +56.7% | +97.7% | +93.8% |
| 10Y | +54.7% | +375.3% | -320.6% | -32.3% |
| All | +82.5% | +1,202.5% | -1,120.0% | -54.1% |
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