+1,323.1%
NVDL vs ALLE
+74.8%
+1,248.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.4% | -8.7% |
| 7D | -17.5% | +1.6% | -19.0% | -18.1% |
| 30D | -49.2% | +24.1% | -73.3% | -54.2% |
| 3M | -49.0% | +14.8% | -63.8% | -52.3% |
| 6M | -50.9% | +45.9% | -96.8% | -59.8% |
| YTD | -36.7% | +20.7% | -57.4% | -43.4% |
| 1Y | -43.0% | +14.2% | -57.2% | -47.4% |
| 3Y | +281.1% | +90.7% | +190.4% | +134.6% |
| All | +1,323.1% | +74.8% | +1,248.3% | +820.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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