+396.3%
NVDA vs XLE
+55.7%
+340.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +0.8% | +12.6% | -11.9% | -2.1% |
| 3M | +8.2% | +11.8% | -3.7% | +5.2% |
| 6M | +27.1% | +16.1% | +11.0% | +21.0% |
| YTD | +21.2% | +46.9% | -25.7% | +4.7% |
| 1Y | +34.3% | +53.3% | -19.0% | +13.3% |
| 3Y | +396.3% | +54.9% | +341.3% | +321.9% |
| All | +396.3% | +55.7% | +340.6% | +321.9% |
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