+39.7%
XOP vs NUE
+59.2%
-19.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | +1.6% | -2.7% | +4.3% | +2.4% |
| 30D | +9.6% | -6.1% | +15.7% | +11.5% |
| 3M | +16.9% | +2.2% | +14.7% | +15.2% |
| 6M | +24.0% | +50.8% | -26.7% | +5.9% |
| YTD | +56.2% | +57.5% | -1.3% | +31.0% |
| 1Y | +51.8% | +82.5% | -30.7% | +19.6% |
| All | +39.7% | +59.2% | -19.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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