+2,490.2%
NVDL vs ROST
+99.2%
+2,390.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.7% |
| 7D | -10.3% | +0.2% | -10.5% | -10.5% |
| 30D | -7.1% | -6.9% | -0.2% | -3.0% |
| 3M | +6.6% | -3.3% | +9.9% | +7.9% |
| 6M | +21.1% | +9.0% | +12.0% | +9.3% |
| YTD | +15.2% | +28.9% | -13.6% | -10.5% |
| 1Y | +18.8% | +54.0% | -35.2% | -22.5% |
| 3Y | +649.9% | +100.7% | +549.2% | +293.5% |
| All | +2,490.2% | +99.2% | +2,390.9% | +1,240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling