+160.6%
XOP vs NSC
+44.1%
+116.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +1.0% | -2.0% | +3.0% | +1.9% |
| 30D | +10.8% | -3.2% | +14.0% | +12.3% |
| 3M | +19.5% | +3.9% | +15.5% | +16.8% |
| 6M | +21.6% | +7.8% | +13.8% | +16.0% |
| YTD | +55.8% | +13.4% | +42.4% | +44.6% |
| 1Y | +54.6% | +20.3% | +34.3% | +39.2% |
| 3Y | +36.6% | +76.1% | -39.4% | -3.3% |
| 5Y | +160.6% | +45.0% | +115.6% | +100.4% |
| All | +160.6% | +44.1% | +116.6% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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