+2,494.8%
NVDL vs SO
+39.5%
+2,455.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -5.4% |
| 7D | -8.7% | -1.1% | -7.5% | -9.8% |
| 30D | -1.3% | -3.7% | +2.4% | -5.2% |
| 3M | +11.4% | -5.9% | +17.3% | +4.9% |
| 6M | +22.9% | -7.3% | +30.2% | +15.4% |
| YTD | +15.4% | +3.1% | +12.3% | +22.2% |
| 1Y | +18.8% | -1.0% | +19.7% | +21.7% |
| 3Y | +641.4% | +43.2% | +598.1% | +928.2% |
| All | +2,494.8% | +39.5% | +2,455.3% | +3,516.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling