+160.6%
XOP vs NOC
+55.2%
+105.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +1.0% | -1.6% | +2.5% | +1.4% |
| 30D | +10.8% | -10.4% | +21.2% | +14.2% |
| 3M | +19.5% | -5.6% | +25.1% | +21.0% |
| 6M | +21.6% | -30.4% | +52.0% | +35.2% |
| YTD | +55.8% | -8.5% | +64.3% | +57.5% |
| 1Y | +54.6% | -8.3% | +63.0% | +56.1% |
| 3Y | +36.6% | +28.2% | +8.4% | +17.3% |
| 5Y | +160.6% | +56.7% | +103.9% | +87.6% |
| All | +160.6% | +55.2% | +105.5% | +87.6% |
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