+22.9%
NVDL vs XYZ
+19.8%
+3.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.5% |
| 7D | -8.7% | -5.2% | -3.5% | -5.9% |
| 30D | -1.3% | 0.0% | -1.3% | -0.9% |
| 3M | +11.4% | +18.7% | -7.3% | -3.4% |
| 6M | +22.9% | +20.5% | +2.4% | +5.2% |
| All | +22.9% | +19.8% | +3.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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