+32.7%
XOP vs NTRA
+1,735.1%
-1,702.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | +10.8% | +3.8% | +7.1% | +10.2% |
| 3M | +19.5% | +48.2% | -28.8% | +12.6% |
| 6M | +21.6% | +61.0% | -39.4% | +12.3% |
| YTD | +55.8% | +44.2% | +11.6% | +45.7% |
| 1Y | +54.6% | +87.3% | -32.6% | +38.9% |
| 3Y | +36.6% | +509.4% | -472.8% | +1.0% |
| 5Y | +160.6% | +175.1% | -14.5% | +103.3% |
| 10Y | +56.2% | +3,203.1% | -3,146.9% | -21.7% |
| All | +32.7% | +1,735.1% | -1,702.4% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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