-22.2%
ON vs NVDL
+625.2%
-647.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | +2.4% | -10.3% | +12.7% | +5.0% |
| 30D | -8.6% | -7.1% | -1.5% | -7.4% |
| 3M | -34.3% | +6.6% | -40.9% | -35.7% |
| 6M | +28.5% | +21.1% | +7.5% | +21.0% |
| YTD | +40.6% | +15.2% | +25.4% | +32.6% |
| 1Y | +55.3% | +18.8% | +36.5% | +43.5% |
| 3Y | -22.2% | +649.9% | -672.1% | -57.8% |
| All | -22.2% | +625.2% | -647.4% | -57.8% |
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