+2,490.2%
NVDL vs NYT
+97.9%
+2,392.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -10.3% | -0.6% | -9.7% | -10.2% |
| 30D | -7.1% | +4.6% | -11.7% | -8.1% |
| 3M | +6.6% | -9.6% | +16.2% | +7.7% |
| 6M | +21.1% | -14.0% | +35.1% | +23.9% |
| YTD | +15.2% | -2.8% | +18.1% | +12.7% |
| 1Y | +18.8% | +15.6% | +3.2% | +8.1% |
| 3Y | +649.9% | +56.3% | +593.6% | +480.0% |
| All | +2,490.2% | +97.9% | +2,392.3% | +1,427.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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