-23.3%
NVDL vs USB
+31.9%
-55.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -18.2% | 0.0% | -18.2% | -18.0% |
| 30D | -40.1% | +5.8% | -45.9% | -40.7% |
| 3M | -31.9% | -6.0% | -26.0% | -30.5% |
| 6M | -29.3% | +7.8% | -37.0% | -30.4% |
| YTD | -19.2% | +14.6% | -33.8% | -24.2% |
| 1Y | -23.3% | +31.8% | -55.1% | -33.2% |
| All | -23.3% | +31.9% | -55.2% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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