-98.5%
NVD vs ARWR
+66.6%
-165.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +4.3% |
| 7D | +28.6% | -17.8% | +46.5% | +22.2% |
| 30D | +73.6% | -18.1% | +91.8% | +65.6% |
| 3M | +70.1% | -44.2% | +114.3% | +46.3% |
| 6M | +53.6% | -38.6% | +92.2% | +37.7% |
| YTD | -7.0% | -28.0% | +21.0% | -10.7% |
| 1Y | -9.0% | +16.1% | -25.1% | +2.6% |
| 3Y | -98.3% | +84.0% | -182.3% | -97.1% |
| All | -98.5% | +66.6% | -165.1% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling