-32.5%
NVDL vs DGX
+45.7%
-78.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -0.4% | -18.2% | -18.8% |
| 7D | -28.8% | +0.7% | -29.5% | -28.4% |
| 30D | -44.0% | +11.5% | -55.5% | -40.2% |
| 3M | -35.6% | +8.4% | -44.0% | -32.2% |
| 6M | -25.3% | +34.5% | -59.8% | -9.7% |
| YTD | -23.3% | +49.3% | -72.6% | -3.3% |
| 1Y | -32.5% | +45.3% | -77.8% | -16.1% |
| All | -32.5% | +45.7% | -78.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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