+18.8%
NVDL vs STZ
-11.8%
+30.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.5% |
| 7D | -10.3% | -4.5% | -5.9% | -11.4% |
| 30D | -7.1% | -8.6% | +1.5% | -9.3% |
| 3M | +6.6% | -13.8% | +20.3% | +2.6% |
| 6M | +21.1% | -17.2% | +38.2% | +16.3% |
| YTD | +15.2% | -9.4% | +24.6% | +11.7% |
| 1Y | +18.8% | -11.9% | +30.6% | +20.6% |
| All | +18.8% | -11.8% | +30.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling