+40.6%
NVDL vs PR
+76.5%
-35.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.4% |
| 7D | +11.7% | +2.9% | +8.8% | +12.2% |
| 30D | +7.8% | +18.0% | -10.2% | +11.4% |
| 3M | +3.3% | +16.9% | -13.6% | +7.4% |
| 6M | +38.9% | +28.2% | +10.7% | +41.6% |
| YTD | +28.5% | +69.3% | -40.9% | +30.3% |
| 1Y | +40.6% | +69.5% | -28.9% | +41.4% |
| All | +40.6% | +76.5% | -35.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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