+309.2%
NVDA vs XLE
+55.1%
+254.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -8.8% | -12.0% | +3.2% | -6.0% |
| 30D | -21.4% | -2.7% | -18.7% | -20.9% |
| 3M | -14.7% | +6.6% | -21.3% | -16.3% |
| 6M | -10.0% | +9.5% | -19.5% | -12.7% |
| YTD | +0.3% | +40.6% | -40.2% | -14.0% |
| 1Y | -0.5% | +43.6% | -44.1% | -15.8% |
| 3Y | +309.2% | +58.1% | +251.1% | +248.4% |
| All | +309.2% | +55.1% | +254.1% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling