-10.0%
DIS vs NVD
-60.3%
+50.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | +1.0% | -9.3% | +10.3% | +0.7% |
| 3M | +5.7% | -22.1% | +27.8% | +5.0% |
| 6M | +3.3% | -45.8% | +49.1% | +1.1% |
| YTD | -7.7% | -46.7% | +39.0% | -9.8% |
| 1Y | -10.0% | -59.5% | +49.5% | -9.9% |
| All | -10.0% | -60.3% | +50.4% | -9.9% |
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