+26.3%
DIS vs NVD
-99.2%
+125.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | 0.0% |
| 7D | -1.1% | -7.7% | +6.6% | -1.6% |
| 30D | +0.1% | -5.8% | +5.9% | 0.0% |
| 3M | +7.1% | -23.2% | +30.3% | +5.8% |
| 6M | +4.3% | -49.7% | +54.0% | +0.6% |
| YTD | -6.9% | -47.7% | +40.7% | -9.7% |
| 1Y | -10.3% | -61.3% | +51.0% | -14.3% |
| 3Y | +32.8% | -99.2% | +132.0% | +5.1% |
| All | +26.3% | -99.2% | +125.5% | 0.0% |
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