-99.2%
NVD vs COO
-31.9%
-67.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.2% | +8.1% | +0.7% |
| 7D | +0.5% | -9.0% | +9.5% | -1.2% |
| 30D | -9.3% | -16.8% | +7.5% | -12.4% |
| 3M | -22.1% | -7.5% | -14.6% | -23.0% |
| 6M | -45.8% | -16.3% | -29.5% | -48.4% |
| YTD | -46.7% | -22.5% | -24.2% | -50.2% |
| 1Y | -59.5% | -7.0% | -52.5% | -59.8% |
| 3Y | -99.2% | -27.5% | -71.7% | -99.1% |
| All | -99.2% | -31.9% | -67.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling