+2,672.5%
NVDL vs SO
+41.5%
+2,631.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -3.0% |
| 7D | +7.3% | +1.0% | +6.3% | +8.5% |
| 30D | -0.7% | -3.2% | +2.5% | -4.1% |
| 3M | +9.5% | -1.7% | +11.2% | +8.2% |
| 6M | +41.6% | -7.2% | +48.8% | +33.3% |
| YTD | +23.3% | +4.6% | +18.8% | +32.6% |
| 1Y | +40.3% | +1.2% | +39.1% | +47.1% |
| 3Y | +692.2% | +45.3% | +646.9% | +1,015.6% |
| All | +2,672.5% | +41.5% | +2,631.1% | +3,824.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling