+2,672.5%
NVDL vs S
+13.8%
+2,658.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -2.9% |
| 7D | +7.3% | -5.8% | +13.1% | +10.4% |
| 30D | -0.7% | -9.2% | +8.5% | +3.8% |
| 3M | +9.5% | +23.4% | -13.9% | -3.4% |
| 6M | +41.6% | +36.9% | +4.7% | +16.8% |
| YTD | +23.3% | +29.5% | -6.2% | +3.3% |
| 1Y | +40.3% | +5.4% | +34.9% | +30.0% |
| 3Y | +692.2% | +14.7% | +677.5% | +632.5% |
| All | +2,672.5% | +13.8% | +2,658.8% | +1,985.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling