-98.6%
NVD vs ARWR
+70.9%
-169.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.5% | +11.3% | +10.7% |
| 7D | +43.9% | -17.7% | +61.6% | +37.1% |
| 30D | +74.0% | -21.9% | +95.9% | +63.6% |
| 3M | +48.3% | -44.5% | +92.9% | +27.2% |
| 6M | +30.3% | -32.6% | +62.9% | +20.1% |
| YTD | -12.9% | -26.2% | +13.3% | -15.9% |
| 1Y | -4.0% | +23.0% | -26.9% | +10.0% |
| 3Y | -98.5% | +81.8% | -180.2% | -97.3% |
| All | -98.6% | +70.9% | -169.5% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling