+40.6%
NVDL vs ADP
-4.5%
+45.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +0.5% |
| 7D | +11.7% | -3.4% | +15.1% | +9.6% |
| 30D | +7.8% | +2.8% | +5.1% | +9.7% |
| 3M | +3.3% | +20.9% | -17.6% | +15.0% |
| 6M | +38.9% | +29.9% | +9.0% | +60.9% |
| YTD | +28.5% | +9.6% | +18.8% | +34.4% |
| 1Y | +40.6% | -5.3% | +45.9% | +48.5% |
| All | +40.6% | -4.5% | +45.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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