+688.3%
NVDL vs ADP
+13.6%
+674.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -0.8% | -5.7% | +4.8% | -0.5% |
| 30D | +3.4% | -3.1% | +6.5% | +3.6% |
| 3M | +8.1% | +15.6% | -7.5% | +5.7% |
| 6M | +31.9% | +20.8% | +11.1% | +28.8% |
| YTD | +21.1% | +4.7% | +16.4% | +25.5% |
| 1Y | +34.0% | -8.3% | +42.3% | +48.8% |
| All | +688.3% | +13.6% | +674.7% | +780.6% |
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