+11.9%
NVDL vs Q
+75.3%
-63.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -5.4% |
| 7D | +7.3% | +6.7% | +0.6% | +3.3% |
| 30D | -0.7% | -10.6% | +9.9% | +6.0% |
| 3M | +9.5% | -14.6% | +24.1% | +19.2% |
| 6M | +41.6% | +12.1% | +29.6% | +31.5% |
| YTD | +23.3% | +51.3% | -27.9% | -5.6% |
| All | +11.9% | +75.3% | -63.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 all: compounded portfolio wealth divided by compounded Q 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…
all analysis · Full analysis span regression · 6 months rolling