-0.8%
ON vs NVDL
+2,608.0%
-2,608.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -1.9% | -0.8% | -1.0% | -1.7% |
| 30D | -11.0% | +3.4% | -14.4% | -12.2% |
| 3M | -39.3% | +8.1% | -47.4% | -40.9% |
| 6M | +19.8% | +31.9% | -12.0% | +10.2% |
| YTD | +31.1% | +21.1% | +10.0% | +21.7% |
| 1Y | +46.0% | +34.0% | +11.9% | +30.3% |
| 3Y | -27.5% | +677.9% | -705.5% | -66.6% |
| All | -0.8% | +2,608.0% | -2,608.8% | -72.3% |
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