+649.9%
NVDL vs DGX
+96.4%
+553.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | +0.6% |
| 7D | -10.3% | -0.9% | -9.4% | -10.7% |
| 30D | -7.1% | -1.2% | -6.0% | -7.7% |
| 3M | +6.6% | +15.8% | -9.2% | +15.3% |
| 6M | +21.1% | +18.2% | +2.9% | +33.1% |
| YTD | +15.2% | +37.2% | -22.0% | +35.5% |
| 1Y | +18.8% | +30.4% | -11.6% | +37.4% |
| 3Y | +649.9% | +96.7% | +553.2% | +1,130.1% |
| All | +649.9% | +96.4% | +553.5% | +1,130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling