+2,490.2%
NVDL vs DLR
+90.5%
+2,399.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -2.0% |
| 7D | -10.3% | +0.1% | -10.4% | -10.4% |
| 30D | -7.1% | -4.3% | -2.8% | -2.4% |
| 3M | +6.6% | +3.8% | +2.8% | +0.2% |
| 6M | +21.1% | +5.8% | +15.2% | +10.8% |
| YTD | +15.2% | +23.5% | -8.3% | -11.8% |
| 1Y | +18.8% | +11.1% | +7.7% | +2.4% |
| 3Y | +649.9% | +57.9% | +592.0% | +393.4% |
| All | +2,490.2% | +90.5% | +2,399.7% | +1,308.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling