+707.3%
NVDL vs RF
+92.1%
+615.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +11.7% | +1.3% | +10.4% | +10.9% |
| 30D | +7.8% | -3.6% | +11.5% | +9.9% |
| 3M | +3.3% | +8.1% | -4.8% | -1.6% |
| 6M | +38.9% | +11.5% | +27.4% | +29.3% |
| YTD | +28.5% | +15.6% | +12.9% | +16.6% |
| 1Y | +40.6% | +15.7% | +24.9% | +27.1% |
| All | +707.3% | +92.1% | +615.2% | +488.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling