+2,490.2%
NVDL vs AUR
+372.8%
+2,117.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -10.3% | +1.4% | -11.7% | -10.6% |
| 30D | -7.1% | -6.4% | -0.7% | -5.9% |
| 3M | +6.6% | +7.7% | -1.1% | +4.2% |
| 6M | +21.1% | +44.5% | -23.4% | +10.1% |
| YTD | +15.2% | +67.4% | -52.2% | +1.1% |
| 1Y | +18.8% | +15.4% | +3.4% | +12.2% |
| 3Y | +649.9% | +94.8% | +555.1% | +538.3% |
| All | +2,490.2% | +372.8% | +2,117.4% | +1,462.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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