+18.8%
NVDL vs RCL
-23.0%
+41.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -10.3% | -1.9% | -8.4% | -9.9% |
| 30D | -7.1% | -15.5% | +8.4% | -3.2% |
| 3M | +6.6% | -9.7% | +16.2% | +9.0% |
| 6M | +21.1% | -8.7% | +29.8% | +22.5% |
| YTD | +15.2% | -5.8% | +21.0% | +18.5% |
| 1Y | +18.8% | -24.5% | +43.2% | +16.0% |
| All | +18.8% | -23.0% | +41.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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