+26.1%
XOP vs NIO
-43.2%
+69.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -10.0% | +6.9% | -16.9% | -10.6% |
| 30D | -9.1% | -4.7% | -4.3% | -8.7% |
| 3M | +5.1% | -28.1% | +33.1% | +8.3% |
| 6M | +6.4% | -41.7% | +48.1% | +11.6% |
| YTD | +39.7% | -33.1% | +72.9% | +43.4% |
| 1Y | +37.2% | -50.3% | +87.5% | +45.0% |
| 3Y | +37.6% | -54.4% | +92.0% | +40.5% |
| 5Y | +76.5% | -91.6% | +168.1% | +102.7% |
| All | +26.1% | -43.2% | +69.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling