-20.1%
NVDL vs O
+8.1%
-28.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.0% | -9.1% | -2.2% |
| 7D | -14.0% | +5.8% | -19.8% | -7.2% |
| 30D | -31.2% | +10.7% | -41.8% | -21.0% |
| 3M | -15.5% | -4.5% | -11.0% | -19.6% |
| 6M | -10.3% | -4.1% | -6.2% | -11.6% |
| YTD | -5.8% | +9.8% | -15.6% | +22.0% |
| 1Y | -20.1% | +11.3% | -31.4% | +9.9% |
| All | -20.1% | +8.1% | -28.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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