+2,494.8%
NVDL vs CBOE
+133.0%
+2,361.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -5.6% |
| 7D | -8.7% | -3.7% | -5.0% | -10.8% |
| 30D | -1.3% | +2.0% | -3.3% | 0.0% |
| 3M | +11.4% | -4.2% | +15.6% | +7.7% |
| 6M | +22.9% | +1.2% | +21.7% | +26.9% |
| YTD | +15.4% | +15.4% | 0.0% | +34.4% |
| 1Y | +18.8% | +23.5% | -4.7% | +47.8% |
| 3Y | +641.4% | +93.2% | +548.2% | +1,159.6% |
| All | +2,494.8% | +133.0% | +2,361.8% | +4,176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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