+153.3%
XOP vs NTRS
+93.2%
+60.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.3% |
| 7D | +2.6% | +1.4% | +1.3% | +2.1% |
| 30D | +9.6% | -0.7% | +10.3% | +9.8% |
| 3M | +20.4% | +11.3% | +9.0% | +14.9% |
| 6M | +19.9% | +35.5% | -15.6% | +4.6% |
| YTD | +56.4% | +40.6% | +15.8% | +33.6% |
| 1Y | +52.4% | +49.2% | +3.2% | +26.4% |
| 3Y | +39.9% | +167.2% | -127.3% | -13.1% |
| All | +153.3% | +93.2% | +60.1% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling