+1,377.5%
NVDL vs PR
+170.2%
+1,207.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.9% | -11.8% | -11.3% |
| 7D | -34.5% | -9.5% | -25.0% | -31.5% |
| 30D | -47.7% | -5.7% | -42.0% | -46.3% |
| 3M | -43.9% | +3.0% | -46.9% | -44.8% |
| 6M | -46.4% | +11.8% | -58.2% | -49.6% |
| YTD | -34.3% | +58.5% | -92.8% | -49.7% |
| 1Y | -44.0% | +69.9% | -113.9% | -59.0% |
| 3Y | +295.7% | +84.9% | +210.8% | +184.7% |
| All | +1,377.5% | +170.2% | +1,207.2% | +772.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling