+43.2%
DIS vs NVD
-98.8%
+142.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | +2.5% |
| 7D | +5.3% | +23.8% | -18.5% | +6.8% |
| 30D | +10.2% | +57.0% | -46.7% | +13.5% |
| 3M | +13.5% | +41.6% | -28.0% | +16.4% |
| 6M | +11.1% | +17.6% | -6.5% | +13.2% |
| YTD | +5.5% | -21.4% | +26.9% | +5.2% |
| 1Y | +9.1% | -23.3% | +32.4% | +9.0% |
| 3Y | +36.0% | -98.7% | +134.7% | +12.2% |
| All | +43.2% | -98.8% | +142.0% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling