-98.6%
NVD vs ARWR
+64.4%
-163.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.5% | +13.5% | +7.7% |
| 7D | +17.0% | -17.9% | +34.9% | +11.2% |
| 30D | +77.3% | -18.9% | +96.2% | +68.6% |
| 3M | +61.6% | -46.0% | +107.6% | +37.7% |
| 6M | +40.7% | -40.3% | +81.0% | +25.0% |
| YTD | -10.5% | -29.0% | +18.5% | -14.4% |
| 1Y | -6.1% | +13.8% | -20.0% | +5.2% |
| 3Y | -98.4% | +74.9% | -173.3% | -97.2% |
| All | -98.6% | +64.4% | -163.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling