-54.9%
NVDL vs RACE
+26.6%
-81.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.6% |
| 7D | -24.8% | -1.2% | -23.6% | -24.3% |
| 30D | -48.0% | +6.1% | -54.2% | -49.1% |
| 3M | -51.5% | -0.3% | -51.3% | -51.1% |
| 6M | -54.9% | +23.4% | -78.4% | -62.1% |
| All | -54.9% | +26.6% | -81.5% | -62.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling