+651.2%
NVDL vs S
+15.8%
+635.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.8% |
| 7D | -8.7% | +0.1% | -8.7% | -8.7% |
| 30D | -1.3% | -11.8% | +10.5% | +5.5% |
| 3M | +11.4% | +33.9% | -22.6% | -8.2% |
| 6M | +22.9% | +40.1% | -17.2% | -3.0% |
| YTD | +15.4% | +32.1% | -16.6% | -7.0% |
| 1Y | +18.8% | +11.0% | +7.7% | +5.6% |
| All | +651.2% | +15.8% | +635.5% | +658.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling