+31.9%
NVDL vs RUN
-21.1%
+53.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.4% |
| 7D | -0.8% | -1.8% | +0.9% | -0.4% |
| 30D | +3.4% | -10.8% | +14.2% | +6.8% |
| 3M | +8.1% | -30.2% | +38.3% | +18.9% |
| 6M | +31.9% | -22.3% | +54.2% | +31.0% |
| All | +31.9% | -21.1% | +53.0% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling