+2,622.7%
NVDL vs DLR
+91.0%
+2,531.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -0.8% | +2.9% | -3.7% | -3.8% |
| 30D | +3.4% | -1.2% | +4.6% | +5.1% |
| 3M | +8.1% | +2.9% | +5.2% | +2.9% |
| 6M | +31.9% | +6.7% | +25.2% | +19.6% |
| YTD | +21.1% | +23.9% | -2.8% | -7.5% |
| 1Y | +34.0% | +18.6% | +15.4% | +6.9% |
| 3Y | +677.9% | +59.7% | +618.3% | +406.3% |
| All | +2,622.7% | +91.0% | +2,531.8% | +1,375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling