+67.7%
XOM vs NVD
-99.2%
+166.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +2.2% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +3.4% | -9.3% | +12.7% | +3.5% |
| 3M | +11.0% | -22.1% | +33.1% | +11.2% |
| 6M | +10.6% | -45.8% | +56.4% | +10.8% |
| YTD | +39.2% | -46.7% | +85.9% | +39.4% |
| 1Y | +52.7% | -59.5% | +112.2% | +52.7% |
| 3Y | +56.8% | -99.2% | +155.9% | +72.8% |
| All | +67.7% | -99.2% | +166.8% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling