+2,622.7%
NVDL vs DG
-45.9%
+2,668.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -2.0% |
| 7D | -0.8% | -4.8% | +4.0% | -1.3% |
| 30D | +3.4% | +1.8% | +1.6% | +3.6% |
| 3M | +8.1% | +14.5% | -6.4% | +9.6% |
| 6M | +31.9% | -13.6% | +45.4% | +30.3% |
| YTD | +21.1% | -4.8% | +26.0% | +20.9% |
| 1Y | +34.0% | +21.6% | +12.5% | +37.2% |
| 3Y | +677.9% | +4.5% | +673.5% | +778.7% |
| All | +2,622.7% | -45.9% | +2,668.7% | +2,483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling