+2,788.3%
NVDL vs ADP
+10.0%
+2,778.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | +11.7% | -3.4% | +15.1% | +12.2% |
| 30D | +7.8% | +2.8% | +5.1% | +7.4% |
| 3M | +3.3% | +20.9% | -17.6% | -1.0% |
| 6M | +38.9% | +29.9% | +9.0% | +30.4% |
| YTD | +28.5% | +9.6% | +18.8% | +29.9% |
| 1Y | +40.6% | -5.3% | +45.9% | +53.3% |
| 3Y | +648.7% | +16.5% | +632.2% | +663.4% |
| All | +2,788.3% | +10.0% | +2,778.2% | +3,369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling