-20.1%
NVDL vs DD
+49.3%
-69.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.8% | -4.3% | -5.1% |
| 7D | -14.0% | +8.7% | -22.7% | -17.8% |
| 30D | -31.2% | +15.3% | -46.5% | -36.4% |
| 3M | -15.5% | +5.9% | -21.4% | -18.2% |
| 6M | -10.3% | +11.6% | -21.8% | -15.0% |
| YTD | -5.8% | +26.5% | -32.3% | -12.3% |
| 1Y | -20.1% | +35.4% | -55.5% | -25.3% |
| All | -20.1% | +49.3% | -69.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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