+60.5%
XOM vs NVDL
+625.2%
-564.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +4.1% | -10.3% | +14.4% | +4.0% |
| 30D | +4.6% | -7.1% | +11.7% | +4.5% |
| 3M | +14.0% | +6.6% | +7.4% | +14.0% |
| 6M | +11.0% | +21.1% | -10.1% | +11.1% |
| YTD | +40.7% | +15.2% | +25.5% | +40.8% |
| 1Y | +52.3% | +18.8% | +33.5% | +52.3% |
| 3Y | +60.5% | +649.9% | -589.4% | +75.1% |
| All | +60.5% | +625.2% | -564.7% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling