+18.8%
NVDL vs DRI
+2.4%
+16.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | +0.2% |
| 7D | -10.3% | -3.2% | -7.1% | -11.4% |
| 30D | -7.1% | -7.8% | +0.7% | -9.2% |
| 3M | +6.6% | +0.4% | +6.2% | +7.5% |
| 6M | +21.1% | +4.8% | +16.3% | +23.4% |
| YTD | +15.2% | +16.7% | -1.5% | +26.9% |
| 1Y | +18.8% | +1.5% | +17.3% | +23.8% |
| All | +18.8% | +2.4% | +16.4% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling