+2,622.7%
NVDL vs RL
+211.7%
+2,411.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | +1.0% |
| 7D | -0.8% | -0.3% | -0.6% | -0.6% |
| 30D | +3.4% | -17.5% | +20.9% | +20.7% |
| 3M | +8.1% | -14.0% | +22.1% | +20.8% |
| 6M | +31.9% | -2.0% | +33.8% | +27.4% |
| YTD | +21.1% | -4.6% | +25.7% | +19.3% |
| 1Y | +34.0% | +9.5% | +24.5% | +13.0% |
| 3Y | +677.9% | +200.5% | +477.5% | +194.3% |
| All | +2,622.7% | +211.7% | +2,411.0% | +825.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling