+153.3%
XOP vs NTAP
+140.4%
+12.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -2.4% |
| 7D | +2.6% | +7.4% | -4.7% | +0.4% |
| 30D | +9.6% | -1.4% | +11.0% | +9.8% |
| 3M | +20.4% | +24.6% | -4.2% | +11.7% |
| 6M | +19.9% | +105.9% | -86.0% | -8.3% |
| YTD | +56.4% | +88.5% | -32.1% | +23.0% |
| 1Y | +52.4% | +62.1% | -9.7% | +26.6% |
| 3Y | +39.9% | +169.1% | -129.2% | -12.3% |
| All | +153.3% | +140.4% | +12.9% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling