+2,494.8%
NVDL vs ROST
+94.7%
+2,400.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.8% |
| 7D | -8.7% | -2.5% | -6.2% | -7.1% |
| 30D | -1.3% | -10.3% | +9.0% | +5.7% |
| 3M | +11.4% | -2.6% | +13.9% | +12.0% |
| 6M | +22.9% | +6.5% | +16.4% | +12.8% |
| YTD | +15.4% | +25.9% | -10.5% | -8.9% |
| 1Y | +18.8% | +52.3% | -33.6% | -22.3% |
| 3Y | +641.4% | +94.6% | +546.8% | +297.9% |
| All | +2,494.8% | +94.7% | +2,400.1% | +1,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling