+1,266.3%
NVDL vs RL
+259.8%
+1,006.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.1% |
| 7D | -24.8% | +2.6% | -27.4% | -26.9% |
| 30D | -48.0% | +2.9% | -51.0% | -49.5% |
| 3M | -51.5% | 0.0% | -51.5% | -52.2% |
| 6M | -54.9% | +17.1% | -72.0% | -62.4% |
| YTD | -39.2% | +10.1% | -49.3% | -47.3% |
| 1Y | -41.1% | +17.3% | -58.4% | -52.8% |
| 3Y | +262.9% | +249.3% | +13.6% | +20.4% |
| All | +1,266.3% | +259.8% | +1,006.5% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling