+40.6%
NVDL vs RUN
-46.2%
+86.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +11.7% | +1.3% | +10.4% | +11.3% |
| 30D | +7.8% | -15.3% | +23.1% | +11.8% |
| 3M | +3.3% | -40.0% | +43.3% | +15.1% |
| 6M | +38.9% | -27.0% | +65.8% | +46.9% |
| YTD | +28.5% | -51.7% | +80.2% | +44.1% |
| 1Y | +40.6% | -45.9% | +86.5% | +53.8% |
| All | +40.6% | -46.2% | +86.8% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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