+2,490.2%
NVDL vs DRI
+60.7%
+2,429.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -10.3% | -3.2% | -7.1% | -9.7% |
| 30D | -7.1% | -7.8% | +0.7% | -5.5% |
| 3M | +6.6% | +0.4% | +6.2% | +5.9% |
| 6M | +21.1% | +4.8% | +16.3% | +18.4% |
| YTD | +15.2% | +16.7% | -1.5% | +8.0% |
| 1Y | +18.8% | +1.5% | +17.3% | +17.6% |
| 3Y | +649.9% | +56.3% | +593.6% | +486.1% |
| All | +2,490.2% | +60.7% | +2,429.4% | +1,755.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling