+55.0%
XOP vs NTAP
+650.8%
-595.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -3.6% |
| 7D | +2.6% | +7.4% | -4.7% | -0.7% |
| 30D | +9.6% | -1.4% | +11.0% | +9.8% |
| 3M | +20.4% | +24.6% | -4.2% | +8.0% |
| 6M | +19.9% | +105.9% | -86.0% | -17.3% |
| YTD | +56.4% | +88.5% | -32.1% | +11.8% |
| 1Y | +52.4% | +62.1% | -9.7% | +16.7% |
| 3Y | +39.9% | +169.1% | -129.2% | -22.7% |
| 5Y | +163.7% | +141.9% | +21.9% | +50.7% |
| All | +55.0% | +650.8% | -595.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling