-14.5%
NVD vs COMP
+16.3%
-30.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.7% | -8.5% | -5.0% |
| 7D | +27.3% | +2.2% | +25.1% | +29.3% |
| 30D | +59.9% | +16.3% | +43.6% | +68.1% |
| 3M | +39.4% | -19.1% | +58.6% | +32.9% |
| 6M | +27.6% | +17.1% | +10.5% | +39.5% |
| YTD | -17.9% | -2.9% | -15.0% | -6.5% |
| 1Y | -14.5% | +8.8% | -23.3% | +0.9% |
| All | -14.5% | +16.3% | -30.8% | +0.9% |
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