-99.2%
NVD vs COO
-25.4%
-73.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.6% |
| 7D | -11.1% | -2.2% | -8.9% | -11.5% |
| 30D | -13.3% | -7.0% | -6.2% | -14.5% |
| 3M | -19.8% | +12.2% | -32.0% | -17.5% |
| 6M | -48.8% | -15.1% | -33.7% | -51.5% |
| YTD | -49.7% | -15.1% | -34.6% | -52.2% |
| 1Y | -61.4% | +2.3% | -63.7% | -61.0% |
| 3Y | -99.1% | -23.7% | -75.5% | -99.1% |
| All | -99.2% | -25.4% | -73.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling