-20.1%
NVDL vs S
+36.5%
-56.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.7% | -6.5% |
| 7D | -14.0% | -8.2% | -5.8% | -12.1% |
| 30D | -31.2% | -7.6% | -23.6% | -30.0% |
| 3M | -15.5% | +12.0% | -27.5% | -18.3% |
| 6M | -10.3% | +50.6% | -60.8% | -19.8% |
| YTD | -5.8% | +56.6% | -62.4% | -16.1% |
| 1Y | -20.1% | +39.2% | -59.3% | -27.4% |
| All | -20.1% | +36.5% | -56.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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