+544.4%
SPOT vs NVDL
+2,480.8%
-1,936.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.3% |
| 7D | -6.9% | -8.7% | +1.8% | -5.9% |
| 30D | +4.1% | -1.3% | +5.4% | +3.8% |
| 3M | +3.7% | +11.4% | -7.7% | +0.9% |
| 6M | -1.6% | +22.9% | -24.5% | -6.7% |
| YTD | -10.2% | +15.4% | -25.6% | -14.8% |
| 1Y | -25.9% | +18.8% | -44.7% | -30.8% |
| 3Y | +235.6% | +641.4% | -405.8% | +110.0% |
| All | +544.4% | +2,480.8% | -1,936.3% | +218.1% |
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