+40.6%
NVDL vs UMC
+209.4%
-168.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -2.9% | +0.4% |
| 7D | +11.7% | +5.0% | +6.7% | +10.0% |
| 30D | +7.8% | +7.7% | +0.2% | +5.3% |
| 3M | +3.3% | +1.7% | +1.6% | +1.7% |
| 6M | +38.9% | +113.9% | -75.0% | +15.1% |
| YTD | +28.5% | +168.9% | -140.4% | -8.6% |
| 1Y | +40.6% | +207.2% | -166.6% | -5.7% |
| All | +40.6% | +209.4% | -168.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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