+39.9%
XOP vs NTRS
+168.2%
-128.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +2.6% | +1.4% | +1.3% | +2.2% |
| 30D | +9.6% | -0.7% | +10.3% | +9.7% |
| 3M | +20.4% | +11.3% | +9.0% | +16.0% |
| 6M | +19.9% | +35.5% | -15.6% | +7.1% |
| YTD | +56.4% | +40.6% | +15.8% | +36.8% |
| 1Y | +52.4% | +49.2% | +3.2% | +29.7% |
| 3Y | +39.9% | +167.2% | -127.3% | -8.5% |
| All | +39.9% | +168.2% | -128.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling