-33.6%
APP vs NVDL
+42.8%
-76.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | +0.9% | +11.7% | -10.8% | -1.3% |
| 30D | -23.3% | +7.8% | -31.1% | -24.8% |
| 3M | -42.6% | +3.3% | -45.9% | -43.6% |
| 6M | -33.6% | +38.9% | -72.5% | -42.7% |
| All | -33.6% | +42.8% | -76.4% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling