+39.9%
XOP vs NRG
+203.5%
-163.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +2.6% | -4.7% | +7.3% | +3.3% |
| 30D | +9.6% | -6.0% | +15.6% | +10.4% |
| 3M | +20.4% | -8.0% | +28.3% | +20.9% |
| 6M | +19.9% | -23.2% | +43.1% | +23.2% |
| YTD | +56.4% | -28.1% | +84.5% | +62.1% |
| 1Y | +52.4% | -27.3% | +79.7% | +56.5% |
| 3Y | +39.9% | +208.7% | -168.8% | -9.2% |
| All | +39.9% | +203.5% | -163.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling