-20.1%
NVDL vs XOP
+45.9%
-65.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.4% | +0.3% | -8.1% |
| 7D | -14.0% | -10.5% | -3.5% | -17.1% |
| 30D | -31.2% | -4.3% | -26.8% | -31.8% |
| 3M | -15.5% | +4.7% | -20.2% | -12.5% |
| 6M | -10.3% | -0.1% | -10.2% | -8.1% |
| YTD | -5.8% | +43.8% | -49.6% | -3.7% |
| 1Y | -20.1% | +45.3% | -65.4% | -19.5% |
| All | -20.1% | +45.9% | -65.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling