-54.9%
NVDL vs URI
+18.9%
-73.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.2% |
| 7D | -24.8% | +6.7% | -31.5% | -27.5% |
| 30D | -48.0% | +8.9% | -56.9% | -49.3% |
| 3M | -51.5% | +0.5% | -52.1% | -50.8% |
| 6M | -54.9% | +20.7% | -75.6% | -60.2% |
| All | -54.9% | +18.9% | -73.8% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling