-33.7%
DOW vs NVD
-99.1%
+65.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.6% | +1.0% |
| 7D | -2.4% | +9.0% | -11.4% | -2.0% |
| 30D | -4.1% | -5.5% | +1.4% | -4.2% |
| 3M | -12.4% | -24.6% | +12.2% | -13.3% |
| 6M | -10.6% | -42.1% | +31.4% | -12.4% |
| YTD | +31.1% | -44.3% | +75.4% | +28.4% |
| 1Y | +30.5% | -54.2% | +84.7% | +26.9% |
| 3Y | -34.4% | -99.1% | +64.7% | -45.4% |
| All | -33.7% | -99.1% | +65.5% | -44.8% |
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