-20.1%
NVDL vs ROST
+54.7%
-74.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.1% | -12.2% | -5.9% |
| 7D | -14.0% | +7.8% | -21.8% | -13.9% |
| 30D | -31.2% | +8.6% | -39.7% | -31.1% |
| 3M | -15.5% | -1.9% | -13.6% | -14.8% |
| 6M | -10.3% | +9.1% | -19.4% | -11.0% |
| YTD | -5.8% | +37.2% | -43.0% | -11.7% |
| 1Y | -20.1% | +52.7% | -72.8% | -25.8% |
| All | -20.1% | +54.7% | -74.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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