-20.1%
NVDL vs RL
+34.3%
-54.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.5% | -10.6% | -7.3% |
| 7D | -14.0% | +5.8% | -19.8% | -15.4% |
| 30D | -31.2% | +12.7% | -43.9% | -33.5% |
| 3M | -15.5% | +9.3% | -24.8% | -17.9% |
| 6M | -10.3% | +16.9% | -27.2% | -14.5% |
| YTD | -5.8% | +17.5% | -23.3% | -12.5% |
| 1Y | -20.1% | +34.6% | -54.7% | -34.0% |
| All | -20.1% | +34.3% | -54.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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