+120.1%
DRAM vs NVDL
+53.9%
+66.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +4.4% |
| 7D | +11.0% | +7.3% | +3.7% | +6.7% |
| 30D | +20.8% | -0.7% | +21.4% | +20.5% |
| 3M | +1.0% | +9.5% | -8.5% | -5.6% |
| All | +120.1% | +53.9% | +66.2% | +98.5% |
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 · Available span rolling