+651.2%
NVDL vs ROL
-1.4%
+652.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | -8.7% | -3.2% | -5.5% | -8.7% |
| 30D | -1.3% | -6.6% | +5.3% | -1.4% |
| 3M | +11.4% | -27.3% | +38.7% | +12.3% |
| 6M | +22.9% | -38.1% | +61.0% | +25.5% |
| YTD | +15.4% | -41.8% | +57.2% | +18.4% |
| 1Y | +18.8% | -37.8% | +56.6% | +20.5% |
| All | +651.2% | -1.4% | +652.6% | +590.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling