+163.4%
XOP vs NUE
+142.4%
+21.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | +1.6% | -2.7% | +4.3% | +2.6% |
| 30D | +9.6% | -6.1% | +15.7% | +11.7% |
| 3M | +16.9% | +2.2% | +14.7% | +15.0% |
| 6M | +24.0% | +50.8% | -26.7% | +5.0% |
| YTD | +56.2% | +57.5% | -1.3% | +29.8% |
| 1Y | +51.8% | +82.5% | -30.7% | +18.5% |
| 3Y | +37.0% | +61.7% | -24.7% | +8.2% |
| 5Y | +163.4% | +145.1% | +18.2% | +74.2% |
| All | +163.4% | +142.4% | +21.0% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling