+262.9%
NVDL vs ADP
+46.4%
+216.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.6% | -3.9% |
| 7D | -24.8% | +2.2% | -27.0% | -24.5% |
| 30D | -48.0% | +10.6% | -58.6% | -47.4% |
| 3M | -51.5% | +12.9% | -64.5% | -50.8% |
| 6M | -54.9% | +50.6% | -105.6% | -55.4% |
| YTD | -39.2% | +23.2% | -62.4% | -35.3% |
| 1Y | -41.1% | +25.3% | -66.4% | -38.2% |
| 3Y | +262.9% | +47.1% | +215.8% | +348.1% |
| All | +262.9% | +46.4% | +216.5% | +348.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling