+71.4%
XLE vs NVDL
+1,259.0%
-1,187.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.1% |
| 7D | +5.4% | -24.8% | +30.2% | +6.1% |
| 30D | -3.9% | -48.0% | +44.1% | -2.6% |
| 3M | +7.0% | -51.5% | +58.6% | +8.6% |
| 6M | +14.2% | -54.9% | +69.1% | +15.8% |
| YTD | +48.2% | -39.2% | +87.4% | +48.5% |
| 1Y | +47.7% | -41.1% | +88.8% | +48.0% |
| 3Y | +70.0% | +262.9% | -192.9% | +63.9% |
| All | +71.4% | +1,259.0% | -1,187.6% | +56.2% |
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