+101.5%
DAL vs NVD
-99.2%
+200.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.6% |
| 7D | +0.1% | -11.1% | +11.2% | -1.4% |
| 30D | -13.9% | -13.3% | -0.7% | -15.2% |
| 3M | +1.1% | -19.8% | +20.9% | -0.6% |
| 6M | +26.2% | -48.8% | +75.0% | +18.0% |
| YTD | +16.4% | -49.7% | +66.1% | +9.3% |
| 1Y | +33.9% | -61.4% | +95.2% | +22.5% |
| All | +101.5% | -99.2% | +200.7% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling