+93.4%
COST vs NVDL
+2,480.8%
-2,387.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.2% |
| 7D | -2.5% | -8.7% | +6.2% | -2.2% |
| 30D | -4.4% | -1.3% | -3.1% | -4.5% |
| 3M | -8.1% | +11.4% | -19.4% | -8.9% |
| 6M | -9.2% | +22.9% | -32.1% | -10.9% |
| YTD | +5.1% | +15.4% | -10.3% | +3.3% |
| 1Y | -5.1% | +18.8% | -23.8% | -7.4% |
| 3Y | +70.4% | +641.4% | -571.0% | +36.0% |
| All | +93.4% | +2,480.8% | -2,387.3% | +31.2% |
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