+63.3%
DIA vs NVDL
+2,608.0%
-2,544.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.6% |
| 7D | -1.2% | -0.8% | -0.4% | -1.2% |
| 30D | -2.7% | +3.4% | -6.1% | -3.0% |
| 3M | +3.3% | +8.1% | -4.8% | +2.4% |
| 6M | +10.4% | +31.9% | -21.4% | +7.7% |
| YTD | +10.0% | +21.1% | -11.1% | +7.5% |
| 1Y | +16.2% | +34.0% | -17.9% | +12.4% |
| 3Y | +58.7% | +677.9% | -619.2% | +33.9% |
| All | +63.3% | +2,608.0% | -2,544.7% | +24.4% |
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