+7.7%
DIS vs NVD
-8.4%
+16.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.8% | +0.3% |
| 7D | +4.4% | +43.9% | -39.5% | +5.5% |
| 30D | +10.3% | +74.0% | -63.7% | +12.2% |
| 3M | +15.5% | +48.3% | -32.8% | +16.9% |
| 6M | +11.2% | +30.3% | -19.1% | +12.6% |
| YTD | +5.6% | -12.9% | +18.5% | +3.4% |
| 1Y | +7.7% | -4.0% | +11.7% | +6.4% |
| All | +7.7% | -8.4% | +16.1% | +6.4% |
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