+92.2%
XOP vs NOC
+65.6%
+26.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | +5.2% | +4.5% | +0.6% | +3.8% |
| 30D | -8.4% | +14.1% | -22.4% | -11.7% |
| 3M | +2.9% | -4.5% | +7.4% | +4.1% |
| 6M | +8.8% | -0.8% | +9.6% | +8.5% |
| YTD | +46.9% | -2.5% | +49.4% | +45.8% |
| 1Y | +41.5% | -0.1% | +41.6% | +39.0% |
| 3Y | +43.1% | +24.6% | +18.5% | +26.2% |
| 5Y | +92.2% | +65.6% | +26.6% | +34.9% |
| All | +92.2% | +65.6% | +26.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling