-20.1%
NVDL vs JBL
+20.8%
-40.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.8% | -1.2% | -2.4% |
| 7D | -14.0% | -11.1% | -2.9% | -5.8% |
| 30D | -31.2% | -14.1% | -17.1% | -22.8% |
| 3M | -15.5% | -23.9% | +8.4% | +2.7% |
| 6M | -10.3% | -24.1% | +13.8% | +6.6% |
| YTD | -5.8% | +13.5% | -19.3% | -21.6% |
| 1Y | -20.1% | +23.7% | -43.8% | -38.4% |
| All | -20.1% | +20.8% | -40.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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