+59.7%
DIA vs NVD
-98.4%
+158.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.4% |
| 7D | +2.1% | +28.6% | -26.5% | +3.7% |
| 30D | +1.5% | +73.6% | -72.1% | +5.1% |
| 3M | -2.4% | +70.1% | -72.5% | +1.2% |
| 6M | +6.0% | +53.6% | -47.6% | +9.9% |
| YTD | +10.1% | -7.0% | +17.1% | +11.4% |
| 1Y | +11.8% | -9.0% | +20.8% | +13.2% |
| 3Y | +59.7% | -98.3% | +158.1% | +44.3% |
| All | +59.7% | -98.4% | +158.1% | +44.3% |
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