+153.3%
XOP vs NTR
+45.7%
+107.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.6% | -1.3% | +3.9% | +3.3% |
| 30D | +9.6% | +16.8% | -7.2% | +1.4% |
| 3M | +20.4% | +20.7% | -0.4% | +9.3% |
| 6M | +19.9% | +0.5% | +19.4% | +18.6% |
| YTD | +56.4% | +29.2% | +27.2% | +36.1% |
| 1Y | +52.4% | +39.6% | +12.9% | +26.8% |
| 3Y | +39.9% | +37.9% | +2.0% | +14.5% |
| All | +153.3% | +45.7% | +107.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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