+1,266.3%
NVDL vs D
+33.5%
+1,232.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -3.9% |
| 7D | -24.8% | -1.4% | -23.4% | -25.4% |
| 30D | -48.0% | +7.7% | -55.8% | -45.4% |
| 3M | -51.5% | -0.3% | -51.2% | -51.2% |
| 6M | -54.9% | +10.1% | -65.0% | -51.8% |
| YTD | -39.2% | +19.1% | -58.3% | -31.6% |
| 1Y | -41.1% | +15.9% | -57.0% | -34.4% |
| 3Y | +262.9% | +75.0% | +187.9% | +406.2% |
| All | +1,266.3% | +33.5% | +1,232.9% | +1,634.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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