+57.3%
DIA vs NVDL
+626.5%
-569.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.4% |
| 7D | -3.0% | -8.7% | +5.7% | -2.5% |
| 30D | -3.0% | -1.3% | -1.7% | -3.1% |
| 3M | +4.5% | +11.4% | -6.9% | +3.4% |
| 6M | +9.8% | +22.9% | -13.1% | +7.4% |
| YTD | +9.3% | +15.4% | -6.1% | +7.0% |
| 1Y | +16.0% | +18.8% | -2.8% | +12.9% |
| All | +57.3% | +626.5% | -569.1% | +30.6% |
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