+87.3%
XOP vs NLY
+423.4%
-336.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.6% | -4.0% | +6.6% | +4.5% |
| 30D | +9.6% | -5.2% | +14.8% | +12.1% |
| 3M | +20.4% | +2.8% | +17.5% | +18.4% |
| 6M | +19.9% | +4.2% | +15.7% | +16.1% |
| YTD | +56.4% | +4.7% | +51.7% | +50.8% |
| 1Y | +52.4% | +12.7% | +39.7% | +41.9% |
| 3Y | +39.9% | +62.5% | -22.7% | +9.0% |
| 5Y | +163.7% | +26.3% | +137.4% | +126.5% |
| 10Y | +56.8% | +81.0% | -24.1% | +14.8% |
| All | +87.3% | +423.4% | -336.1% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling