+18.8%
NVDL vs SO
-1.6%
+20.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -1.0% |
| 7D | -10.3% | -1.1% | -9.3% | -11.5% |
| 30D | -7.1% | -5.0% | -2.1% | -13.0% |
| 3M | +6.6% | -5.8% | +12.3% | -0.6% |
| 6M | +21.1% | -7.9% | +29.0% | +11.3% |
| YTD | +15.2% | +2.4% | +12.8% | +26.9% |
| 1Y | +18.8% | -2.3% | +21.1% | +14.2% |
| All | +18.8% | -1.6% | +20.4% | +14.2% |
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