+2,494.8%
NVDL vs ROP
-11.5%
+2,506.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.4% |
| 7D | -8.7% | -8.0% | -0.7% | -3.8% |
| 30D | -1.3% | -2.7% | +1.4% | +0.2% |
| 3M | +11.4% | +16.6% | -5.2% | -4.3% |
| 6M | +22.9% | +10.4% | +12.5% | +9.2% |
| YTD | +15.4% | -12.1% | +27.5% | +30.7% |
| 1Y | +18.8% | -23.6% | +42.4% | +59.5% |
| 3Y | +641.4% | -19.3% | +660.7% | +811.7% |
| All | +2,494.8% | -11.5% | +2,506.2% | +2,441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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