+6.0%
DIA vs NVD
+51.8%
-45.9%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.3% |
| 7D | +2.1% | +28.6% | -26.5% | +3.6% |
| 30D | +1.5% | +73.6% | -72.1% | +5.0% |
| 3M | -2.4% | +70.1% | -72.5% | +1.3% |
| 6M | +6.0% | +53.6% | -47.6% | +10.5% |
| All | +6.0% | +51.8% | -45.9% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling