-52.9%
NVO vs NVDL
+625.2%
-678.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -7.6% | -10.3% | +2.7% | -6.7% |
| 30D | -6.0% | -7.1% | +1.1% | -5.6% |
| 3M | -0.8% | +6.6% | -7.4% | -2.1% |
| 6M | +16.5% | +21.1% | -4.6% | +12.6% |
| YTD | -11.1% | +15.2% | -26.3% | -14.0% |
| 1Y | -16.7% | +18.8% | -35.5% | -20.1% |
| 3Y | -52.9% | +649.9% | -702.8% | -67.4% |
| All | -52.9% | +625.2% | -678.1% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 3y: compounded portfolio wealth divided by compounded NVDL 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…
3y analysis · Full analysis span regression · 6 months rolling