-20.1%
NVDL vs SO
+3.3%
-23.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.8% |
| 7D | -14.0% | +1.7% | -15.8% | -12.3% |
| 30D | -31.2% | +11.1% | -42.3% | -22.5% |
| 3M | -15.5% | +0.7% | -16.2% | -14.7% |
| 6M | -10.3% | -1.4% | -8.9% | -10.0% |
| YTD | -5.8% | +9.4% | -15.2% | +8.2% |
| 1Y | -20.1% | +3.7% | -23.8% | -15.0% |
| All | -20.1% | +3.3% | -23.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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