+651.2%
NVDL vs DRI
+52.8%
+598.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.6% |
| 7D | -8.7% | -4.8% | -3.9% | -8.1% |
| 30D | -1.3% | -5.2% | +3.9% | -0.7% |
| 3M | +11.4% | +2.7% | +8.6% | +10.4% |
| 6M | +22.9% | +3.6% | +19.3% | +21.3% |
| YTD | +15.4% | +15.4% | 0.0% | +10.6% |
| 1Y | +18.8% | +1.3% | +17.5% | +18.5% |
| All | +651.2% | +52.8% | +598.5% | +567.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling