+2,490.2%
NVDL vs RL
+215.0%
+2,275.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -10.3% | -3.4% | -6.9% | -7.7% |
| 30D | -7.1% | -14.4% | +7.3% | +5.2% |
| 3M | +6.6% | -13.6% | +20.2% | +18.4% |
| 6M | +21.1% | +0.6% | +20.5% | +14.3% |
| YTD | +15.2% | -3.6% | +18.8% | +12.5% |
| 1Y | +18.8% | +8.3% | +10.4% | +1.4% |
| 3Y | +649.9% | +204.8% | +445.1% | +180.2% |
| All | +2,490.2% | +215.0% | +2,275.2% | +772.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling