+28.4%
CBOE vs NVDX
+34.6%
-6.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | 0.0% |
| 7D | -3.6% | +11.6% | -15.2% | -2.9% |
| 30D | +5.1% | +7.5% | -2.5% | +5.7% |
| 3M | +4.6% | +2.1% | +2.5% | +5.4% |
| 6M | -0.3% | +35.5% | -35.8% | +2.5% |
| YTD | +19.8% | +24.1% | -4.4% | +23.0% |
| 1Y | +28.4% | +33.0% | -4.6% | +31.5% |
| All | +28.4% | +34.6% | -6.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling