+2,490.2%
NVDL vs QSR
+28.3%
+2,461.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -10.3% | -4.0% | -6.3% | -9.5% |
| 30D | -7.1% | +2.8% | -9.9% | -7.7% |
| 3M | +6.6% | +5.1% | +1.5% | +5.0% |
| 6M | +21.1% | +8.8% | +12.3% | +16.0% |
| YTD | +15.2% | +14.8% | +0.4% | +7.2% |
| 1Y | +18.8% | +25.7% | -6.9% | +3.2% |
| 3Y | +649.9% | +27.5% | +622.4% | +525.1% |
| All | +2,490.2% | +28.3% | +2,461.9% | +2,030.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling