+2,672.5%
NVDL vs PR
+192.3%
+2,480.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.5% |
| 7D | +7.3% | -0.6% | +7.9% | +7.5% |
| 30D | -0.7% | +17.4% | -18.1% | -7.4% |
| 3M | +9.5% | +21.8% | -12.3% | -0.4% |
| 6M | +41.6% | +27.6% | +14.0% | +23.2% |
| YTD | +23.3% | +71.4% | -48.1% | -8.3% |
| 1Y | +40.3% | +78.3% | -38.0% | +0.8% |
| 3Y | +692.2% | +85.5% | +606.7% | +458.6% |
| All | +2,672.5% | +192.3% | +2,480.2% | +1,489.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling