+39.4%
XOP vs NVD
-99.1%
+138.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.7% |
| 7D | +1.0% | +0.5% | +0.4% | +1.0% |
| 30D | +10.8% | -9.3% | +20.1% | +10.5% |
| 3M | +19.5% | -22.1% | +41.5% | +18.3% |
| 6M | +21.6% | -45.8% | +67.4% | +18.2% |
| YTD | +55.8% | -46.7% | +102.5% | +51.7% |
| 1Y | +54.6% | -59.5% | +114.1% | +48.4% |
| All | +39.4% | -99.1% | +138.5% | +27.9% |
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