+1,377.5%
NVDL vs RF
+48.2%
+1,329.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.8% | -10.1% | -10.5% |
| 7D | -34.5% | +0.3% | -34.8% | -34.5% |
| 30D | -47.7% | +6.2% | -53.9% | -49.3% |
| 3M | -43.9% | -7.8% | -36.0% | -41.6% |
| 6M | -46.4% | +5.9% | -52.3% | -48.6% |
| YTD | -34.3% | +9.0% | -43.3% | -38.4% |
| 1Y | -44.0% | +19.3% | -63.3% | -50.3% |
| 3Y | +295.7% | +116.4% | +179.3% | +168.3% |
| All | +1,377.5% | +48.2% | +1,329.3% | +1,104.4% |
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 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