+55.0%
XOP vs NLY
+81.8%
-26.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +2.6% | -4.0% | +6.6% | +4.8% |
| 30D | +9.6% | -5.2% | +14.8% | +12.6% |
| 3M | +20.4% | +2.8% | +17.5% | +18.0% |
| 6M | +19.9% | +4.2% | +15.7% | +15.3% |
| YTD | +56.4% | +4.7% | +51.7% | +49.7% |
| 1Y | +52.4% | +12.7% | +39.7% | +39.8% |
| 3Y | +39.9% | +62.5% | -22.7% | +3.2% |
| 5Y | +163.7% | +26.3% | +137.4% | +122.6% |
| All | +55.0% | +81.8% | -26.8% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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