-61.4%
NVD vs COMP
+22.2%
-83.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.3% |
| 7D | -11.1% | +1.4% | -12.5% | -10.8% |
| 30D | -13.3% | -13.3% | +0.1% | -15.3% |
| 3M | -19.8% | +41.1% | -60.9% | -12.9% |
| 6M | -48.8% | +17.2% | -66.0% | -42.0% |
| YTD | -49.7% | +5.2% | -54.9% | -44.1% |
| 1Y | -61.4% | +18.9% | -80.3% | -59.6% |
| All | -61.4% | +22.2% | -83.6% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling