+2,622.7%
NVDL vs COR
+99.1%
+2,523.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -2.0% |
| 7D | -0.8% | -3.9% | +3.0% | -2.4% |
| 30D | +3.4% | -0.3% | +3.7% | +3.7% |
| 3M | +8.1% | +15.9% | -7.8% | +15.2% |
| 6M | +31.9% | -10.3% | +42.1% | +30.8% |
| YTD | +21.1% | -3.7% | +24.8% | +23.9% |
| 1Y | +34.0% | +9.1% | +25.0% | +46.2% |
| 3Y | +677.9% | +86.6% | +591.4% | +1,098.7% |
| All | +2,622.7% | +99.1% | +2,523.6% | +4,260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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