+87.1%
XOP vs NTRS
+458.6%
-371.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +9.6% | +0.2% | +9.4% | +9.3% |
| 3M | +16.9% | +13.2% | +3.7% | +8.1% |
| 6M | +24.0% | +36.9% | -12.9% | +1.4% |
| YTD | +56.2% | +39.1% | +17.1% | +25.5% |
| 1Y | +51.8% | +50.4% | +1.3% | +15.9% |
| 3Y | +37.0% | +166.8% | -129.8% | -28.4% |
| 5Y | +163.4% | +92.9% | +70.5% | +60.9% |
| 10Y | +56.6% | +255.7% | -199.1% | -31.9% |
| All | +87.1% | +458.6% | -371.5% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling