-20.1%
NVDL vs AR
+14.7%
-34.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.3% | +0.2% | -7.2% |
| 7D | -14.0% | -11.1% | -2.9% | -16.0% |
| 30D | -31.2% | +7.9% | -39.1% | -29.7% |
| 3M | -15.5% | +4.9% | -20.4% | -13.8% |
| 6M | -10.3% | -5.3% | -5.0% | -9.1% |
| YTD | -5.8% | +8.6% | -14.4% | -6.5% |
| 1Y | -20.1% | +13.7% | -33.8% | -20.8% |
| All | -20.1% | +14.7% | -34.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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