+60.7%
COP vs NVDL
-23.5%
+84.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.9% | -5.6% |
| 7D | -8.1% | -14.0% | +5.9% | -9.2% |
| 30D | +6.7% | -31.2% | +37.8% | +3.8% |
| 3M | +16.9% | -15.5% | +32.4% | +15.8% |
| 6M | +11.2% | -10.3% | +21.5% | +11.5% |
| YTD | +49.5% | -5.8% | +55.3% | +50.7% |
| 1Y | +60.7% | -20.1% | +80.8% | +64.7% |
| All | +60.7% | -23.5% | +84.1% | +64.7% |
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