+890.1%
NVDA vs XOM
+260.3%
+629.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -4.3% | +1.9% | -6.2% | -4.5% |
| 30D | +0.5% | +4.1% | -3.6% | 0.0% |
| 3M | +9.1% | +10.4% | -1.3% | +7.6% |
| 6M | +18.5% | +13.0% | +5.4% | +15.7% |
| YTD | +17.4% | +40.1% | -22.7% | +10.0% |
| 1Y | +23.4% | +51.1% | -27.7% | +13.8% |
| 3Y | +380.6% | +57.7% | +322.9% | +336.9% |
| All | +890.1% | +260.3% | +629.8% | +643.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling