-28.4%
NVO vs NVDL
+2,476.2%
-2,504.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -7.6% | -10.3% | +2.7% | -6.8% |
| 30D | -6.0% | -7.1% | +1.1% | -5.6% |
| 3M | -0.8% | +6.6% | -7.4% | -1.9% |
| 6M | +16.5% | +21.1% | -4.6% | +13.2% |
| YTD | -11.1% | +15.2% | -26.3% | -13.5% |
| 1Y | -16.7% | +18.8% | -35.5% | -19.6% |
| 3Y | -52.9% | +649.9% | -702.8% | -61.1% |
| All | -28.4% | +2,476.2% | -2,504.5% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling