+75.9%
XOP vs NOC
+1,392.4%
-1,316.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.8% |
| 7D | +5.2% | +4.5% | +0.6% | +2.4% |
| 30D | -8.4% | +14.1% | -22.4% | -15.3% |
| 3M | +2.9% | -4.5% | +7.4% | +5.1% |
| 6M | +8.8% | -0.8% | +9.6% | +7.6% |
| YTD | +46.9% | -2.5% | +49.4% | +44.2% |
| 1Y | +41.5% | -0.1% | +41.6% | +36.4% |
| 3Y | +43.1% | +24.6% | +18.5% | +14.5% |
| 5Y | +92.2% | +65.6% | +26.6% | +21.7% |
| 10Y | +52.3% | +160.5% | -108.2% | -36.4% |
| All | +75.9% | +1,392.4% | -1,316.4% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling