+28.8%
DIS vs NVDL
+1,315.4%
-1,286.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.0% | +7.8% | -0.6% |
| 7D | +0.9% | -17.5% | +18.3% | +2.0% |
| 30D | +8.9% | -49.2% | +58.1% | +13.4% |
| 3M | +14.5% | -49.0% | +63.5% | +18.8% |
| 6M | +12.2% | -50.9% | +63.2% | +16.1% |
| YTD | +4.7% | -36.7% | +41.4% | +5.6% |
| 1Y | +2.8% | -43.0% | +45.8% | +4.3% |
| 3Y | +38.1% | +281.1% | -243.0% | +10.7% |
| All | +28.8% | +1,315.4% | -1,286.6% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling