+688.3%
NVDL vs REPL
-27.0%
+715.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | -0.8% | -9.6% | +8.7% | -0.6% |
| 30D | +3.4% | +5.7% | -2.3% | +3.2% |
| 3M | +8.1% | +56.4% | -48.3% | +5.5% |
| 6M | +31.9% | +67.4% | -35.6% | +25.7% |
| YTD | +21.1% | +48.7% | -27.6% | +15.5% |
| 1Y | +34.0% | +148.3% | -114.2% | +26.1% |
| All | +688.3% | -27.0% | +715.3% | +628.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling