+54.8%
XOP vs NOC
+192.5%
-137.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | +1.6% | -1.8% | +3.4% | +2.4% |
| 30D | +9.6% | -9.4% | +19.0% | +13.9% |
| 3M | +16.9% | -3.8% | +20.8% | +18.1% |
| 6M | +24.0% | -28.8% | +52.8% | +41.4% |
| YTD | +56.2% | -7.9% | +64.1% | +58.3% |
| 1Y | +51.8% | -9.0% | +60.8% | +54.4% |
| 3Y | +37.0% | +29.1% | +7.9% | +14.2% |
| 5Y | +163.4% | +58.9% | +104.4% | +92.3% |
| All | +54.8% | +192.5% | -137.7% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling