+188.9%
JPM vs NVDL
+2,608.0%
-2,419.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -1.4% | +3.4% | -4.8% | -1.8% |
| 3M | +13.9% | +8.1% | +5.8% | +12.8% |
| 6M | +23.5% | +31.9% | -8.3% | +20.0% |
| YTD | +11.6% | +21.1% | -9.5% | +8.7% |
| 1Y | +21.4% | +34.0% | -12.7% | +16.8% |
| 3Y | +163.4% | +677.9% | -514.5% | +115.6% |
| All | +188.9% | +2,608.0% | -2,419.1% | +110.9% |
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