+1,323.1%
NVDL vs URI
+219.3%
+1,103.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.0% | -8.0% | -8.3% |
| 7D | -17.5% | +9.3% | -26.8% | -22.6% |
| 30D | -49.2% | +7.6% | -56.8% | -51.5% |
| 3M | -49.0% | +1.0% | -50.0% | -49.4% |
| 6M | -50.9% | +19.8% | -70.8% | -57.1% |
| YTD | -36.7% | +41.9% | -78.6% | -54.4% |
| 1Y | -43.0% | +33.4% | -76.4% | -56.7% |
| 3Y | +281.1% | +156.0% | +125.1% | +83.6% |
| All | +1,323.1% | +219.3% | +1,103.8% | +423.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 5y: compounded portfolio wealth divided by compounded URI 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…
5y analysis · Full analysis span regression · 6 months rolling