+2,788.3%
NVDL vs STRL
+1,403.8%
+1,384.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.1% | -1.3% |
| 7D | +11.7% | +3.4% | +8.3% | +9.8% |
| 30D | +7.8% | -9.2% | +17.1% | +13.3% |
| 3M | +3.3% | -51.0% | +54.4% | +44.6% |
| 6M | +38.9% | +15.8% | +23.1% | +1.9% |
| YTD | +28.5% | +58.9% | -30.4% | -25.5% |
| 1Y | +40.6% | +68.5% | -27.9% | -24.6% |
| 3Y | +648.7% | +485.2% | +163.5% | +111.9% |
| All | +2,788.3% | +1,403.8% | +1,384.4% | +409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling