+1,266.3%
NVDL vs S
+30.0%
+1,236.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -24.8% | +2.0% | -26.8% | -25.8% |
| 30D | -48.0% | -2.7% | -45.3% | -47.4% |
| 3M | -51.5% | -6.9% | -44.7% | -50.7% |
| 6M | -54.9% | +38.1% | -93.0% | -63.0% |
| YTD | -39.2% | +48.0% | -87.2% | -53.2% |
| 1Y | -41.1% | +34.5% | -75.6% | -52.8% |
| 3Y | +262.9% | +38.3% | +224.6% | +202.2% |
| All | +1,266.3% | +30.0% | +1,236.4% | +844.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling