+18.8%
NVDL vs REPL
+119.0%
-100.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -10.3% | -14.1% | +3.8% | -10.1% |
| 30D | -7.1% | -15.2% | +8.1% | -6.9% |
| 3M | +6.6% | +49.9% | -43.3% | +4.5% |
| 6M | +21.1% | +63.5% | -42.5% | +16.9% |
| YTD | +15.2% | +32.9% | -17.7% | +10.8% |
| 1Y | +18.8% | +115.0% | -96.2% | +16.8% |
| All | +18.8% | +119.0% | -100.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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