-20.1%
NVDL vs RACE
+10.6%
-30.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.3% | -10.3% | -7.2% |
| 7D | -14.0% | +9.9% | -23.9% | -16.4% |
| 30D | -31.2% | +12.8% | -44.0% | -33.7% |
| 3M | -15.5% | +7.4% | -22.9% | -17.2% |
| 6M | -10.3% | +27.6% | -37.9% | -17.3% |
| YTD | -5.8% | +18.4% | -24.2% | -15.2% |
| 1Y | -20.1% | +9.5% | -29.6% | -32.1% |
| All | -20.1% | +10.6% | -30.6% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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