-29.4%
NVD vs COMP
+16.2%
-45.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +10.7% | -16.2% | -2.5% |
| 7D | +16.8% | +13.4% | +3.4% | +21.4% |
| 30D | +54.3% | +11.1% | +43.2% | +59.7% |
| 3M | +24.3% | -18.8% | +43.1% | +18.6% |
| 6M | +0.6% | +10.5% | -9.9% | +7.5% |
| YTD | -27.7% | -3.4% | -24.3% | -18.5% |
| 1Y | -29.4% | +19.7% | -49.1% | -17.7% |
| All | -29.4% | +16.2% | -45.6% | -17.7% |
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