+68.0%
XLE vs NVDL
+2,772.7%
-2,704.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | +2.2% | +11.7% | -9.5% | +1.9% |
| 30D | +11.8% | +7.8% | +3.9% | +11.5% |
| 3M | +9.8% | +3.3% | +6.5% | +9.5% |
| 6M | +15.6% | +38.9% | -23.3% | +13.9% |
| YTD | +45.3% | +28.5% | +16.8% | +43.3% |
| 1Y | +48.3% | +40.6% | +7.7% | +45.4% |
| 3Y | +55.4% | +648.7% | -593.3% | +47.5% |
| All | +68.0% | +2,772.7% | -2,704.7% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling