-44.0%
NVDL vs COMP
+16.2%
-60.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -7.4% | -3.5% | -8.9% |
| 7D | -34.5% | +7.2% | -41.7% | -35.4% |
| 30D | -47.7% | +6.4% | -54.1% | -48.5% |
| 3M | -43.9% | -19.4% | -24.5% | -40.8% |
| 6M | -46.4% | +14.6% | -60.9% | -49.8% |
| YTD | -34.3% | -5.5% | -28.8% | -38.9% |
| 1Y | -44.0% | +13.7% | -57.7% | -47.9% |
| All | -44.0% | +16.2% | -60.2% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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