+649.9%
NVDL vs JBL
+195.4%
+454.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -5.2% |
| 7D | -10.3% | +2.4% | -12.7% | -12.6% |
| 30D | -7.1% | -13.1% | +6.0% | +6.3% |
| 3M | +6.6% | -15.6% | +22.2% | +24.2% |
| 6M | +21.1% | +24.6% | -3.5% | -8.2% |
| YTD | +15.2% | +39.6% | -24.4% | -23.2% |
| 1Y | +18.8% | +48.6% | -29.8% | -26.7% |
| 3Y | +649.9% | +197.3% | +452.6% | +182.8% |
| All | +649.9% | +195.4% | +454.5% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling