-20.1%
NVDL vs COO
-7.7%
-12.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.9% | -12.0% | -5.1% |
| 7D | -14.0% | +8.4% | -22.5% | -12.8% |
| 30D | -31.2% | +13.5% | -44.7% | -29.7% |
| 3M | -15.5% | -13.8% | -1.7% | -17.4% |
| 6M | -10.3% | +4.7% | -15.0% | -11.3% |
| YTD | -5.8% | -21.4% | +15.6% | -0.3% |
| 1Y | -20.1% | -6.7% | -13.3% | -14.2% |
| All | -20.1% | -7.7% | -12.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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