+2,490.2%
NVDL vs DTE
+23.8%
+2,466.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -1.1% |
| 7D | -10.3% | -2.6% | -7.7% | -11.9% |
| 30D | -7.1% | -4.4% | -2.7% | -9.9% |
| 3M | +6.6% | -8.3% | +14.9% | +0.5% |
| 6M | +21.1% | -8.1% | +29.1% | +15.1% |
| YTD | +15.2% | +4.4% | +10.8% | +20.5% |
| 1Y | +18.8% | +0.2% | +18.6% | +21.2% |
| 3Y | +649.9% | +42.6% | +607.3% | +935.8% |
| All | +2,490.2% | +23.8% | +2,466.4% | +3,822.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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