+49.6%
XOP vs NXT
+208.8%
-159.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.6% | +2.0% |
| 7D | +5.2% | -6.0% | +11.2% | +5.5% |
| 30D | -8.4% | +5.4% | -13.8% | -8.9% |
| 3M | +2.9% | -9.7% | +12.7% | +3.4% |
| 6M | +8.8% | -25.3% | +34.2% | +10.1% |
| YTD | +46.9% | +7.5% | +39.5% | +41.4% |
| 1Y | +41.5% | -3.0% | +44.5% | +37.5% |
| 3Y | +43.1% | +171.4% | -128.3% | +16.9% |
| All | +49.6% | +208.8% | -159.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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