+82.5%
XOP vs NSC
+919.0%
-836.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.2% |
| 7D | +2.6% | -5.5% | +8.1% | +6.4% |
| 30D | +15.4% | -3.2% | +18.7% | +17.8% |
| 3M | +12.1% | +7.7% | +4.4% | +5.9% |
| 6M | +19.7% | +4.5% | +15.2% | +14.0% |
| YTD | +52.4% | +15.6% | +36.8% | +35.3% |
| 1Y | +47.6% | +19.8% | +27.7% | +27.7% |
| 3Y | +34.4% | +70.1% | -35.7% | -12.6% |
| 5Y | +154.4% | +46.1% | +108.3% | +80.2% |
| 10Y | +54.7% | +328.1% | -273.4% | -48.0% |
| All | +82.5% | +919.0% | -836.4% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling