+59.7%
XOM vs NVD
-99.1%
+158.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.6% |
| 7D | +1.9% | +9.0% | -7.2% | +1.8% |
| 30D | +4.1% | -5.5% | +9.5% | +4.1% |
| 3M | +10.4% | -24.6% | +35.0% | +10.5% |
| 6M | +13.0% | -42.1% | +55.1% | +13.1% |
| YTD | +40.1% | -44.3% | +84.4% | +40.2% |
| 1Y | +51.1% | -54.2% | +105.3% | +51.1% |
| All | +59.7% | -99.1% | +158.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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