-7.3%
DIS vs NVDL
+19.5%
-26.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +1.8% |
| 7D | -1.3% | -8.7% | +7.4% | -0.9% |
| 30D | +2.2% | -1.3% | +3.5% | +2.1% |
| 3M | +8.1% | +11.4% | -3.2% | +7.1% |
| 6M | +5.2% | +22.9% | -17.6% | +3.2% |
| YTD | -6.3% | +15.4% | -21.7% | -8.3% |
| 1Y | -7.3% | +18.8% | -26.0% | -7.9% |
| All | -7.3% | +19.5% | -26.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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