-20.1%
NVDL vs UL
+1.7%
-21.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.3% | -3.6% |
| 7D | -14.0% | +4.7% | -18.7% | -10.6% |
| 30D | -31.2% | +11.6% | -42.8% | -25.0% |
| 3M | -15.5% | +5.3% | -20.8% | -10.9% |
| 6M | -10.3% | +16.0% | -26.3% | +2.6% |
| YTD | -5.8% | +5.0% | -10.8% | +0.8% |
| 1Y | -20.1% | +1.1% | -21.2% | -18.7% |
| All | -20.1% | +1.7% | -21.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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