+2,490.2%
NVDL vs DGX
+67.3%
+2,422.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | +0.4% |
| 7D | -10.3% | -0.9% | -9.4% | -10.7% |
| 30D | -7.1% | -1.2% | -6.0% | -7.6% |
| 3M | +6.6% | +15.8% | -9.2% | +13.3% |
| 6M | +21.1% | +18.2% | +2.9% | +30.3% |
| YTD | +15.2% | +37.2% | -22.0% | +30.1% |
| 1Y | +18.8% | +30.4% | -11.6% | +32.6% |
| 3Y | +649.9% | +96.7% | +553.2% | +847.2% |
| All | +2,490.2% | +67.3% | +2,422.9% | +3,154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling