+707.3%
NVDL vs PR
+82.3%
+624.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.5% |
| 7D | +11.7% | +2.9% | +8.8% | +10.0% |
| 30D | +7.8% | +18.0% | -10.2% | -1.2% |
| 3M | +3.3% | +16.9% | -13.6% | -5.5% |
| 6M | +38.9% | +28.2% | +10.7% | +15.9% |
| YTD | +28.5% | +69.3% | -40.9% | -11.8% |
| 1Y | +40.6% | +69.5% | -28.9% | -5.2% |
| All | +707.3% | +82.3% | +624.9% | +416.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling