-10.1%
DIS vs NVD
-61.9%
+51.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.8% |
| 7D | -2.6% | -11.1% | +8.5% | -3.0% |
| 30D | +3.5% | -13.3% | +16.7% | +3.1% |
| 3M | +6.8% | -19.8% | +26.6% | +6.5% |
| 6M | +3.0% | -48.8% | +51.8% | +0.6% |
| YTD | -6.7% | -49.7% | +42.9% | -9.1% |
| 1Y | -10.1% | -61.4% | +51.3% | -10.8% |
| All | -10.1% | -61.9% | +51.8% | -10.8% |
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 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