+85.6%
XOP vs NI
+948.4%
-862.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +0.9% |
| 7D | +0.6% | +2.3% | -1.7% | -0.8% |
| 30D | +16.5% | -1.7% | +18.2% | +17.6% |
| 3M | +15.7% | -8.0% | +23.7% | +21.4% |
| 6M | +19.2% | -8.6% | +27.8% | +24.8% |
| YTD | +55.0% | +2.3% | +52.6% | +50.6% |
| 1Y | +54.2% | +6.9% | +47.2% | +45.2% |
| 3Y | +35.9% | +70.6% | -34.7% | -7.8% |
| 5Y | +162.4% | +96.4% | +66.0% | +58.4% |
| 10Y | +50.2% | +136.1% | -86.0% | -28.8% |
| All | +85.6% | +948.4% | -862.8% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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