-30.2%
NVD vs COMP
+23.8%
-54.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.7% | -1.3% | +8.3% |
| 7D | +15.0% | +9.5% | +5.5% | +17.5% |
| 30D | +39.3% | +8.1% | +31.2% | +42.0% |
| 3M | +3.1% | -16.3% | +19.5% | -1.3% |
| 6M | -19.0% | +42.2% | -61.2% | -5.0% |
| YTD | -35.5% | -5.0% | -30.5% | -27.9% |
| 1Y | -30.2% | +20.1% | -50.3% | -16.9% |
| All | -30.2% | +23.8% | -54.0% | -16.9% |
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