+69.1%
CSCO vs NVDL
+15.4%
+53.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | +2.7% | -10.3% | +13.0% | +4.0% |
| 30D | -9.5% | -7.1% | -2.4% | -8.9% |
| 3M | -7.6% | +6.6% | -14.2% | -9.1% |
| 6M | +44.9% | +21.1% | +23.8% | +40.4% |
| YTD | +47.7% | +15.2% | +32.5% | +43.1% |
| 1Y | +69.1% | +18.8% | +50.3% | +64.3% |
| All | +69.1% | +15.4% | +53.7% | +64.3% |
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