+1,266.3%
NVDL vs STRL
+803.8%
+462.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.5% |
| 7D | -24.8% | +15.7% | -40.5% | -31.1% |
| 30D | -48.0% | -35.5% | -12.6% | -36.4% |
| 3M | -51.5% | -47.1% | -4.4% | -34.9% |
| 6M | -54.9% | -65.8% | +10.8% | -27.5% |
| YTD | -39.2% | -4.5% | -34.7% | -55.6% |
| 1Y | -41.1% | -10.5% | -30.6% | -55.3% |
| 3Y | +262.9% | +340.6% | -77.7% | +24.0% |
| All | +1,266.3% | +803.8% | +462.5% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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