+2,672.5%
NVDL vs DRI
+63.1%
+2,609.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | +7.3% | -1.2% | +8.5% | +7.6% |
| 30D | -0.7% | -0.4% | -0.3% | -0.9% |
| 3M | +9.5% | +9.5% | 0.0% | +6.2% |
| 6M | +41.6% | +6.5% | +35.2% | +38.0% |
| YTD | +23.3% | +18.4% | +4.9% | +15.2% |
| 1Y | +40.3% | +4.2% | +36.1% | +37.6% |
| 3Y | +692.2% | +57.1% | +635.1% | +523.1% |
| All | +2,672.5% | +63.1% | +2,609.5% | +1,879.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling