+40.6%
NVDL vs ROL
-35.4%
+76.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.8% |
| 7D | +11.7% | -1.4% | +13.1% | +11.1% |
| 30D | +7.8% | -4.1% | +11.9% | +6.6% |
| 3M | +3.3% | -22.5% | +25.8% | -4.2% |
| 6M | +38.9% | -37.7% | +76.5% | +19.6% |
| YTD | +28.5% | -39.6% | +68.0% | +13.3% |
| 1Y | +40.6% | -36.0% | +76.6% | +30.8% |
| All | +40.6% | -35.4% | +76.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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