+46.0%
XOM vs NVDL
+42.2%
+3.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.6% |
| 7D | +1.8% | +11.7% | -9.9% | +2.5% |
| 30D | +5.9% | +7.8% | -2.0% | +6.6% |
| 3M | +5.6% | +3.3% | +2.3% | +6.5% |
| 6M | +7.9% | +38.9% | -31.0% | +11.2% |
| YTD | +35.2% | +28.5% | +6.7% | +39.0% |
| 1Y | +46.0% | +40.6% | +5.4% | +52.7% |
| All | +46.0% | +42.2% | +3.8% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling