-30.2%
NVD vs DRI
+34.0%
-64.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.1% | +1.4% | +4.4% |
| 7D | +15.0% | +6.5% | +8.5% | +12.3% |
| 30D | +39.3% | +16.4% | +22.9% | +32.3% |
| 3M | +3.1% | +13.6% | -10.5% | -1.0% |
| 6M | -19.0% | +22.0% | -41.0% | -23.2% |
| YTD | -35.5% | +29.3% | -64.8% | -44.2% |
| 1Y | -30.2% | +32.0% | -62.2% | -39.9% |
| All | -30.2% | +34.0% | -64.2% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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