+14.9%
DIA vs NVD
-27.4%
+42.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +3.5% |
| 7D | +1.6% | +15.0% | -13.4% | +2.5% |
| 30D | +4.1% | +39.3% | -35.2% | +6.4% |
| 3M | -1.0% | +3.1% | -4.2% | -0.5% |
| 6M | +9.7% | -19.0% | +28.6% | +9.1% |
| YTD | +12.2% | -35.5% | +47.7% | +9.3% |
| 1Y | +14.9% | -30.2% | +45.1% | +12.6% |
| All | +14.9% | -27.4% | +42.2% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling