+55.0%
XOP vs NRG
+1,083.9%
-1,028.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | +2.6% | -4.7% | +7.3% | +4.2% |
| 30D | +9.6% | -6.0% | +15.6% | +11.3% |
| 3M | +20.4% | -8.0% | +28.3% | +21.4% |
| 6M | +19.9% | -23.2% | +43.1% | +26.4% |
| YTD | +56.4% | -28.1% | +84.5% | +67.2% |
| 1Y | +52.4% | -27.3% | +79.7% | +60.3% |
| 3Y | +39.9% | +208.7% | -168.8% | -28.2% |
| 5Y | +163.7% | +197.7% | -33.9% | +33.9% |
| All | +55.0% | +1,083.9% | -1,028.9% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling