+18.8%
NVDL vs QSR
+28.6%
-9.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | +0.2% |
| 7D | -10.3% | -4.0% | -6.3% | -12.9% |
| 30D | -7.1% | +2.8% | -9.9% | -5.1% |
| 3M | +6.6% | +5.1% | +1.5% | +11.7% |
| 6M | +21.1% | +8.8% | +12.3% | +29.5% |
| YTD | +15.2% | +14.8% | +0.4% | +30.3% |
| 1Y | +18.8% | +25.7% | -6.9% | +42.6% |
| All | +18.8% | +28.6% | -9.8% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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