+153.3%
XOP vs NRG
+194.8%
-41.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +2.6% | -4.7% | +7.3% | +3.7% |
| 30D | +9.6% | -6.0% | +15.6% | +10.8% |
| 3M | +20.4% | -8.0% | +28.3% | +21.1% |
| 6M | +19.9% | -23.2% | +43.1% | +24.6% |
| YTD | +56.4% | -28.1% | +84.5% | +64.2% |
| 1Y | +52.4% | -27.3% | +79.7% | +58.2% |
| 3Y | +39.9% | +208.7% | -168.8% | -22.6% |
| All | +153.3% | +194.8% | -41.5% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling