+53.6%
NVD vs DRI
+17.3%
+36.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | +28.6% | +1.1% | +27.6% | +27.7% |
| 30D | +73.6% | +9.7% | +63.9% | +63.7% |
| 3M | +70.1% | +3.2% | +66.9% | +67.1% |
| 6M | +53.6% | +20.6% | +33.0% | +32.5% |
| All | +53.6% | +17.3% | +36.3% | +32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling