-98.9%
NVD vs COMP
+225.2%
-324.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +10.7% | -16.2% | -3.1% |
| 7D | +16.8% | +13.4% | +3.4% | +20.6% |
| 30D | +54.3% | +11.1% | +43.2% | +58.9% |
| 3M | +24.3% | -18.8% | +43.1% | +20.1% |
| 6M | +0.6% | +10.5% | -9.9% | +5.6% |
| YTD | -27.7% | -3.4% | -24.3% | -22.9% |
| 1Y | -29.4% | +19.7% | -49.1% | -21.4% |
| 3Y | -98.8% | +381.6% | -480.4% | -98.3% |
| All | -98.9% | +225.2% | -324.0% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling