-99.2%
NVD vs CBOE
+100.6%
-199.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | -9.3% | +2.7% | -12.0% | -11.4% |
| 3M | -22.1% | +0.7% | -22.8% | -23.4% |
| 6M | -45.8% | -2.0% | -43.8% | -47.0% |
| YTD | -46.7% | +17.1% | -63.9% | -56.7% |
| 1Y | -59.5% | +26.5% | -86.0% | -69.8% |
| 3Y | -99.2% | +96.1% | -195.3% | -99.5% |
| All | -99.2% | +100.6% | -199.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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