+2,672.5%
NVDL vs ARES
+111.2%
+2,561.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.0% |
| 7D | +7.3% | -0.3% | +7.6% | +7.6% |
| 30D | -0.7% | +1.3% | -2.0% | -2.4% |
| 3M | +9.5% | +10.4% | -0.9% | -2.7% |
| 6M | +41.6% | +29.0% | +12.6% | +3.7% |
| YTD | +23.3% | -12.2% | +35.5% | +34.2% |
| 1Y | +40.3% | -18.4% | +58.7% | +62.3% |
| 3Y | +692.2% | +43.2% | +649.0% | +418.4% |
| All | +2,672.5% | +111.2% | +2,561.3% | +941.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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