+69.5%
XOM vs NVD
-99.1%
+168.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +4.1% | +10.8% | -6.7% | +4.0% |
| 30D | +4.6% | +0.8% | +3.8% | +4.6% |
| 3M | +14.0% | -20.8% | +34.8% | +14.1% |
| 6M | +11.0% | -41.2% | +52.1% | +11.1% |
| YTD | +40.7% | -44.2% | +84.9% | +40.8% |
| 1Y | +52.3% | -54.2% | +106.5% | +52.4% |
| 3Y | +60.5% | -99.1% | +159.6% | +76.8% |
| All | +69.5% | -99.1% | +168.6% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling