+77.6%
XOP vs NOC
+1,395.9%
-1,318.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +6.3% | +4.8% | +1.5% | +3.4% |
| 30D | -6.6% | +11.0% | -17.6% | -12.3% |
| 3M | +3.6% | -3.8% | +7.3% | +5.3% |
| 6M | +10.8% | +0.6% | +10.1% | +8.5% |
| YTD | +48.3% | -2.3% | +50.6% | +45.3% |
| 1Y | +42.9% | +0.3% | +42.7% | +37.6% |
| 3Y | +43.3% | +24.6% | +18.7% | +14.6% |
| 5Y | +94.0% | +66.0% | +28.0% | +22.6% |
| 10Y | +53.7% | +161.2% | -107.4% | -35.9% |
| All | +77.6% | +1,395.9% | -1,318.3% | -85.3% |
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