+2,672.5%
NVDL vs ROP
-9.9%
+2,682.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.2% | -2.2% |
| 7D | +7.3% | -5.4% | +12.7% | +11.0% |
| 30D | -0.7% | -1.6% | +1.0% | +0.1% |
| 3M | +9.5% | +18.8% | -9.4% | -7.0% |
| 6M | +41.6% | +8.2% | +33.4% | +29.2% |
| YTD | +23.3% | -10.5% | +33.8% | +38.0% |
| 1Y | +40.3% | -23.7% | +64.0% | +91.3% |
| 3Y | +692.2% | -17.9% | +710.0% | +863.0% |
| All | +2,672.5% | -9.9% | +2,682.4% | +2,584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling