+18.8%
NVDL vs RUN
-47.1%
+65.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -10.3% | -3.7% | -6.6% | -9.5% |
| 30D | -7.1% | -13.0% | +5.9% | -3.9% |
| 3M | +6.6% | -31.8% | +38.4% | +16.2% |
| 6M | +21.1% | -32.2% | +53.3% | +30.8% |
| YTD | +15.2% | -53.5% | +68.7% | +31.5% |
| 1Y | +18.8% | -46.5% | +65.3% | +18.5% |
| All | +18.8% | -47.1% | +65.9% | +18.5% |
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