+2,622.7%
NVDL vs RUN
-72.2%
+2,694.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.3% |
| 7D | -0.8% | -1.8% | +0.9% | -0.7% |
| 30D | +3.4% | -10.8% | +14.2% | +4.7% |
| 3M | +8.1% | -30.2% | +38.3% | +12.1% |
| 6M | +31.9% | -22.3% | +54.2% | +34.9% |
| YTD | +21.1% | -52.2% | +73.3% | +28.6% |
| 1Y | +34.0% | -45.1% | +79.1% | +40.3% |
| 3Y | +677.9% | -37.1% | +715.0% | +619.8% |
| All | +2,622.7% | -72.2% | +2,694.9% | +3,366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling