-34.1%
DOW vs NVD
-99.2%
+65.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -3.1% |
| 7D | -2.4% | -11.1% | +8.7% | -2.9% |
| 30D | +0.4% | -13.3% | +13.6% | -0.1% |
| 3M | -14.4% | -19.8% | +5.4% | -14.9% |
| 6M | -7.0% | -48.8% | +41.8% | -9.3% |
| YTD | +30.2% | -49.7% | +79.9% | +27.0% |
| 1Y | +29.2% | -61.4% | +90.6% | +24.5% |
| 3Y | -36.7% | -99.1% | +62.4% | -47.5% |
| All | -34.1% | -99.2% | +65.1% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling