+44.6%
COP vs NVDL
+42.2%
+2.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.0% |
| 7D | +3.0% | +11.7% | -8.7% | +3.6% |
| 30D | +17.5% | +7.8% | +9.6% | +18.2% |
| 3M | +13.4% | +3.3% | +10.0% | +14.2% |
| 6M | +17.7% | +38.9% | -21.2% | +20.6% |
| YTD | +46.6% | +28.5% | +18.1% | +49.7% |
| 1Y | +44.6% | +40.6% | +4.0% | +49.2% |
| All | +44.6% | +42.2% | +2.4% | +49.2% |
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