+108.4%
CSCO vs NVDL
+662.3%
-553.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | -10.7% | +3.4% | -14.1% | -11.2% |
| 3M | -8.7% | +8.1% | -16.9% | -9.9% |
| 6M | +44.9% | +31.9% | +13.0% | +40.4% |
| YTD | +44.1% | +21.1% | +23.0% | +40.1% |
| 1Y | +65.9% | +34.0% | +31.8% | +59.1% |
| All | +108.4% | +662.3% | -553.9% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling