-32.5%
NVDL vs SHAK
-26.3%
-6.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -4.1% | -14.5% | -18.3% |
| 7D | -28.8% | -1.0% | -27.8% | -28.7% |
| 30D | -44.0% | +8.1% | -52.1% | -44.2% |
| 3M | -35.6% | -6.1% | -29.6% | -35.4% |
| 6M | -25.3% | -27.7% | +2.4% | -22.2% |
| YTD | -23.3% | -14.0% | -9.3% | -23.4% |
| 1Y | -32.5% | -27.1% | -5.4% | -24.7% |
| All | -32.5% | -26.3% | -6.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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