-30.2%
NVD vs PL
-0.6%
-29.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.4% | +12.8% | +5.1% |
| 7D | +15.0% | -11.7% | +26.7% | +12.4% |
| 30D | +39.3% | -27.1% | +66.4% | +32.2% |
| 3M | +3.1% | -44.6% | +47.7% | -6.1% |
| 6M | -19.0% | -67.2% | +48.2% | -30.1% |
| YTD | -35.5% | -35.9% | +0.3% | -35.7% |
| 1Y | -30.2% | -0.4% | -29.8% | -22.9% |
| All | -30.2% | -0.6% | -29.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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