+2,494.8%
NVDL vs DRI
+58.9%
+2,435.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.5% |
| 7D | -8.7% | -4.8% | -3.9% | -7.7% |
| 30D | -1.3% | -5.2% | +3.9% | -0.3% |
| 3M | +11.4% | +2.7% | +8.6% | +9.9% |
| 6M | +22.9% | +3.6% | +19.3% | +20.5% |
| YTD | +15.4% | +15.4% | 0.0% | +8.5% |
| 1Y | +18.8% | +1.3% | +17.5% | +17.3% |
| 3Y | +641.4% | +53.1% | +588.3% | +486.4% |
| All | +2,494.8% | +58.9% | +2,435.8% | +1,763.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling