-98.5%
NVD vs DAR
-11.5%
-87.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +4.2% |
| 7D | +28.6% | +11.6% | +17.1% | +31.8% |
| 30D | +73.6% | -10.2% | +83.9% | +70.4% |
| 3M | +70.1% | -14.8% | +84.9% | +65.0% |
| 6M | +53.6% | -10.1% | +63.7% | +51.5% |
| YTD | -7.0% | +55.5% | -62.5% | +5.4% |
| 1Y | -9.0% | +61.7% | -70.7% | +4.3% |
| 3Y | -98.3% | +37.2% | -135.5% | -98.0% |
| All | -98.5% | -11.5% | -87.1% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling