-99.2%
NVD vs DD
+48.0%
-147.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.1% |
| 7D | -11.1% | -3.5% | -7.6% | -13.4% |
| 30D | -13.3% | -10.3% | -2.9% | -19.5% |
| 3M | -19.8% | -7.5% | -12.3% | -23.1% |
| 6M | -48.8% | -8.0% | -40.8% | -50.3% |
| YTD | -49.7% | +10.5% | -60.1% | -43.6% |
| 1Y | -61.4% | +38.3% | -99.6% | -47.9% |
| 3Y | -99.1% | +42.5% | -141.6% | -98.6% |
| All | -99.2% | +48.0% | -147.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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