-20.1%
NVDL vs RF
+25.4%
-45.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.6% | -6.3% |
| 7D | -14.0% | +2.3% | -16.3% | -14.3% |
| 30D | -31.2% | +7.2% | -38.4% | -31.9% |
| 3M | -15.5% | -8.2% | -7.3% | -13.8% |
| 6M | -10.3% | +7.0% | -17.3% | -12.3% |
| YTD | -5.8% | +10.3% | -16.1% | -10.8% |
| 1Y | -20.1% | +25.1% | -45.2% | -29.4% |
| All | -20.1% | +25.4% | -45.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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