+2,788.3%
NVDL vs RF
+57.0%
+2,731.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +11.7% | +1.3% | +10.4% | +11.0% |
| 30D | +7.8% | -3.6% | +11.5% | +9.9% |
| 3M | +3.3% | +8.1% | -4.8% | -1.5% |
| 6M | +38.9% | +11.5% | +27.4% | +29.6% |
| YTD | +28.5% | +15.6% | +12.9% | +17.0% |
| 1Y | +40.6% | +15.7% | +24.9% | +27.4% |
| 3Y | +648.7% | +86.9% | +561.8% | +442.7% |
| All | +2,788.3% | +57.0% | +2,731.2% | +2,188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling