+7,836.4%
NVDA vs XLE
+181.7%
+7,654.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -12.7% | +5.4% | -18.2% | -14.7% |
| 30D | -26.4% | -3.9% | -22.5% | -25.3% |
| 3M | -27.6% | +7.0% | -34.7% | -30.0% |
| 6M | -27.7% | +14.2% | -41.9% | -32.3% |
| YTD | -12.5% | +48.2% | -60.6% | -27.9% |
| 1Y | -12.6% | +47.7% | -60.3% | -28.0% |
| 3Y | +235.9% | +70.0% | +165.9% | +157.1% |
| 5Y | +438.2% | +169.1% | +269.1% | +225.2% |
| All | +7,836.4% | +181.7% | +7,654.7% | +4,832.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling