+86.6%
XOP vs NRG
+550.8%
-464.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.1% | +2.2% |
| 7D | +1.0% | +3.9% | -2.9% | -1.0% |
| 30D | +10.8% | -3.0% | +13.8% | +11.6% |
| 3M | +19.5% | -10.9% | +30.4% | +22.3% |
| 6M | +21.6% | -25.3% | +46.9% | +31.9% |
| YTD | +55.8% | -26.8% | +82.7% | +68.4% |
| 1Y | +54.6% | -23.3% | +77.9% | +60.5% |
| 3Y | +36.6% | +208.6% | -172.0% | -38.8% |
| 5Y | +160.6% | +194.1% | -33.5% | +15.3% |
| 10Y | +56.2% | +1,123.6% | -1,067.3% | -71.8% |
| All | +86.6% | +550.8% | -464.2% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling