+40.6%
NVDL vs CAPR
+48.7%
-8.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.6% |
| 7D | +11.7% | -2.0% | +13.7% | +11.7% |
| 30D | +7.8% | +139.2% | -131.3% | +7.7% |
| 3M | +3.3% | -66.4% | +69.7% | +3.4% |
| 6M | +38.9% | -63.1% | +102.0% | +39.0% |
| YTD | +28.5% | -67.4% | +95.9% | +28.5% |
| 1Y | +40.6% | +58.2% | -17.6% | +53.6% |
| All | +40.6% | +48.7% | -8.1% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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