+115.6%
DAL vs NVD
-98.6%
+214.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.0% | -14.3% | -4.0% |
| 7D | +1.4% | +17.0% | -15.6% | +3.7% |
| 30D | +9.1% | +77.3% | -68.2% | +18.6% |
| 3M | -3.5% | +61.6% | -65.1% | +4.2% |
| 6M | +23.4% | +40.7% | -17.3% | +32.4% |
| YTD | +26.0% | -10.5% | +36.5% | +28.9% |
| 1Y | +44.6% | -6.1% | +50.8% | +49.4% |
| 3Y | +162.7% | -98.4% | +261.1% | +81.1% |
| All | +115.6% | -98.6% | +214.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling