+14.3%
DIS vs NVDL
-54.5%
+68.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.6% |
| 7D | +1.9% | -24.8% | +26.7% | +1.4% |
| 30D | +9.2% | -48.0% | +57.2% | +8.1% |
| 3M | +13.5% | -51.5% | +65.1% | +12.8% |
| 6M | +14.3% | -54.9% | +69.2% | +15.2% |
| All | +14.3% | -54.5% | +68.8% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling