+2,490.2%
NVDL vs TROW
-0.8%
+2,491.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +1.1% |
| 7D | -10.3% | -3.2% | -7.1% | -7.1% |
| 30D | -7.1% | -4.6% | -2.5% | -2.2% |
| 3M | +6.6% | -0.7% | +7.2% | +5.1% |
| 6M | +21.1% | +22.2% | -1.1% | -6.5% |
| YTD | +15.2% | +6.6% | +8.6% | +3.4% |
| 1Y | +18.8% | +5.8% | +13.0% | +6.6% |
| 3Y | +649.9% | +11.6% | +638.3% | +537.3% |
| All | +2,490.2% | -0.8% | +2,491.0% | +2,295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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