+133.9%
NOK vs NVDL
+2,480.8%
-2,346.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.9% |
| 7D | +8.7% | -8.7% | +17.4% | +9.5% |
| 30D | +12.5% | -1.3% | +13.8% | +12.5% |
| 3M | -20.7% | +11.4% | -32.1% | -21.7% |
| 6M | +36.2% | +22.9% | +13.3% | +33.4% |
| YTD | +64.1% | +15.4% | +48.7% | +61.1% |
| 1Y | +132.4% | +18.8% | +113.6% | +127.2% |
| 3Y | +182.9% | +641.4% | -458.5% | +121.9% |
| All | +133.9% | +2,480.8% | -2,346.8% | +61.4% |
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