-30.2%
NVD vs DAR
+63.3%
-93.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.5% | +8.9% | +6.4% |
| 7D | +15.0% | -5.7% | +20.7% | +14.9% |
| 30D | +39.3% | -16.6% | +55.9% | +39.3% |
| 3M | +3.1% | -13.1% | +16.2% | +2.9% |
| 6M | -19.0% | -18.8% | -0.2% | -18.0% |
| YTD | -35.5% | +45.3% | -80.8% | -33.5% |
| 1Y | -30.2% | +60.6% | -90.8% | -28.1% |
| All | -30.2% | +63.3% | -93.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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