+86.6%
XOP vs NUE
+807.0%
-720.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +1.0% | -2.3% | +3.3% | +2.3% |
| 30D | +10.8% | -6.1% | +16.9% | +14.5% |
| 3M | +19.5% | +1.7% | +17.8% | +16.2% |
| 6M | +21.6% | +53.1% | -31.5% | -9.3% |
| YTD | +55.8% | +59.0% | -3.2% | +13.1% |
| 1Y | +54.6% | +85.3% | -30.7% | +1.0% |
| 3Y | +36.6% | +63.2% | -26.6% | -9.1% |
| 5Y | +160.6% | +146.8% | +13.9% | +18.8% |
| 10Y | +56.2% | +584.3% | -528.1% | -65.4% |
| All | +86.6% | +807.0% | -720.3% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling