-43.0%
NVDL vs PR
+76.2%
-119.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.0% | -11.0% | -8.8% |
| 7D | -17.5% | +6.7% | -24.2% | -17.1% |
| 30D | -49.2% | -6.1% | -43.1% | -49.9% |
| 3M | -49.0% | +6.9% | -55.8% | -47.7% |
| 6M | -50.9% | +14.6% | -65.5% | -48.1% |
| YTD | -36.7% | +66.1% | -102.8% | -32.6% |
| 1Y | -43.0% | +77.0% | -120.0% | -41.4% |
| All | -43.0% | +76.2% | -119.2% | -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