+21.3%
NOK vs NVDL
-23.5%
+44.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | -0.9% |
| 7D | -10.4% | -14.0% | +3.6% | -6.5% |
| 30D | -19.0% | -31.2% | +12.2% | -10.5% |
| 3M | -16.7% | -15.5% | -1.2% | -12.7% |
| 6M | -37.1% | -10.3% | -26.9% | -34.4% |
| YTD | +27.7% | -5.8% | +33.4% | +28.6% |
| 1Y | +21.3% | -20.1% | +41.4% | +21.9% |
| All | +21.3% | -23.5% | +44.7% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling