+45.3%
XOP vs NOC
-7.1%
+52.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -6.0% |
| 7D | -10.5% | -5.0% | -5.6% | -10.1% |
| 30D | -4.3% | +10.3% | -14.7% | -4.6% |
| 3M | +4.7% | -4.3% | +9.0% | +5.0% |
| 6M | -0.1% | -6.5% | +6.4% | +0.5% |
| YTD | +43.8% | -6.7% | +50.6% | +45.1% |
| 1Y | +45.3% | -7.5% | +52.8% | +47.5% |
| All | +45.3% | -7.1% | +52.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling