-48.4%
NVDL vs RF
+5.4%
-53.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.8% | -10.1% | -11.0% |
| 7D | -34.5% | +0.3% | -34.8% | -34.2% |
| 30D | -47.7% | +6.2% | -53.9% | -46.9% |
| 3M | -43.9% | -7.8% | -36.0% | -43.9% |
| All | -48.4% | +5.4% | -53.9% | -47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling