+82.5%
XOP vs NOC
+1,299.6%
-1,217.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.6% |
| 7D | +2.6% | -5.2% | +7.7% | +5.8% |
| 30D | +15.4% | -7.2% | +22.7% | +20.3% |
| 3M | +12.1% | -5.1% | +17.2% | +14.4% |
| 6M | +19.7% | -31.1% | +50.8% | +46.7% |
| YTD | +52.4% | -8.6% | +61.0% | +55.9% |
| 1Y | +47.6% | -9.7% | +57.3% | +51.5% |
| 3Y | +34.4% | +24.3% | +10.1% | +6.9% |
| 5Y | +154.4% | +52.6% | +101.8% | +69.1% |
| 10Y | +54.7% | +183.6% | -128.9% | -40.4% |
| All | +82.5% | +1,299.6% | -1,217.0% | -84.2% |
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