-20.1%
NVDL vs DG
+45.3%
-65.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.5% | -14.6% | -4.6% |
| 7D | -14.0% | +12.3% | -26.3% | -12.3% |
| 30D | -31.2% | +19.3% | -50.5% | -29.6% |
| 3M | -15.5% | +11.9% | -27.4% | -13.8% |
| 6M | -10.3% | +25.0% | -35.2% | -8.8% |
| YTD | -5.8% | +8.7% | -14.5% | -4.6% |
| 1Y | -20.1% | +44.7% | -64.8% | -23.7% |
| All | -20.1% | +45.3% | -65.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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