+14,546.7%
NVDA vs XOM
+194.6%
+14,352.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -5.1% | +4.1% | -9.2% | -6.3% |
| 30D | -2.5% | +4.6% | -7.1% | -3.9% |
| 3M | +6.7% | +14.0% | -7.3% | +2.0% |
| 6M | +17.6% | +11.0% | +6.6% | +12.4% |
| YTD | +17.3% | +40.7% | -23.4% | +3.2% |
| 1Y | +23.5% | +52.3% | -28.8% | +5.3% |
| 3Y | +384.6% | +60.5% | +324.2% | +297.8% |
| 5Y | +875.4% | +266.4% | +609.0% | +450.3% |
| All | +14,546.7% | +194.6% | +14,352.1% | +8,674.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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