+58.3%
XLE vs NVDL
+662.3%
-604.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | +0.3% | -0.8% | +1.2% | +0.3% |
| 30D | +8.5% | +3.4% | +5.1% | +8.3% |
| 3M | +14.6% | +8.1% | +6.5% | +14.1% |
| 6M | +17.6% | +31.9% | -14.3% | +15.8% |
| YTD | +48.1% | +21.1% | +27.0% | +46.1% |
| 1Y | +53.8% | +34.0% | +19.7% | +50.4% |
| All | +58.3% | +662.3% | -604.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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