-43.9%
NVDL vs STLD
-9.9%
-34.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.8% | -14.7% | -13.1% |
| 7D | -34.5% | -4.7% | -29.8% | -31.9% |
| 30D | -47.7% | -0.9% | -46.7% | -46.3% |
| 3M | -43.9% | -11.9% | -32.0% | -40.4% |
| All | -43.9% | -9.9% | -34.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 3mo: compounded portfolio wealth divided by compounded STLD 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…
3mo analysis · Full analysis span regression · Available span rolling