+2,672.5%
NVDL vs CAPR
+121.5%
+2,551.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.9% |
| 7D | +7.3% | -9.5% | +16.8% | +7.5% |
| 30D | -0.7% | +121.5% | -122.2% | -2.3% |
| 3M | +9.5% | -65.4% | +74.8% | +10.3% |
| 6M | +41.6% | -67.5% | +109.2% | +42.8% |
| YTD | +23.3% | -68.6% | +91.9% | +24.3% |
| 1Y | +40.3% | +42.7% | -2.4% | +34.0% |
| 3Y | +692.2% | +43.4% | +648.8% | +599.8% |
| All | +2,672.5% | +121.5% | +2,551.0% | +1,928.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling