+36.5%
COP vs NVDL
+2,608.0%
-2,571.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +11.7% | +3.4% | +8.3% | +11.6% |
| 3M | +17.7% | +8.1% | +9.6% | +17.2% |
| 6M | +18.3% | +31.9% | -13.6% | +16.9% |
| YTD | +49.1% | +21.1% | +28.0% | +47.4% |
| 1Y | +53.3% | +34.0% | +19.3% | +50.6% |
| 3Y | +22.2% | +677.9% | -655.8% | +18.0% |
| All | +36.5% | +2,608.0% | -2,571.5% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling