+651.2%
NVDL vs DLR
+55.5%
+595.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -2.4% |
| 7D | -8.7% | -1.3% | -7.4% | -7.3% |
| 30D | -1.3% | -2.9% | +1.5% | +2.4% |
| 3M | +11.4% | +3.2% | +8.1% | +4.7% |
| 6M | +22.9% | +3.9% | +19.0% | +13.6% |
| YTD | +15.4% | +21.4% | -6.0% | -12.9% |
| 1Y | +18.8% | +9.7% | +9.1% | +1.7% |
| All | +651.2% | +55.5% | +595.7% | +389.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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