-54.9%
NVDL vs ARWR
-39.1%
-15.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.5% |
| 7D | -24.8% | -17.8% | -7.0% | -19.7% |
| 30D | -48.0% | -18.1% | -29.9% | -44.0% |
| 3M | -51.5% | -44.2% | -7.4% | -43.2% |
| 6M | -54.9% | -38.6% | -16.3% | -50.3% |
| All | -54.9% | -39.1% | -15.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 6mo: compounded portfolio wealth divided by compounded ARWR 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…
6mo analysis · Full analysis span regression · 6 months rolling