-61.3%
NVD vs COMP
+11.9%
-73.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +3.2% |
| 7D | -7.7% | +4.1% | -11.7% | -6.8% |
| 30D | -5.8% | -14.5% | +8.8% | -8.3% |
| 3M | -23.2% | +41.8% | -65.0% | -16.3% |
| 6M | -49.7% | +23.6% | -73.3% | -43.6% |
| YTD | -47.7% | +1.7% | -49.4% | -42.2% |
| 1Y | -61.3% | +12.6% | -73.9% | -59.7% |
| All | -61.3% | +11.9% | -73.2% | -59.7% |
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