-28.3%
ON vs NVD
-99.1%
+70.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -0.1% |
| 7D | -4.7% | +9.0% | -13.8% | -2.7% |
| 30D | -13.5% | -5.5% | -8.0% | -13.8% |
| 3M | -36.3% | -24.6% | -11.7% | -38.5% |
| 6M | +17.8% | -42.1% | +59.8% | +10.1% |
| YTD | +29.6% | -44.3% | +73.9% | +21.6% |
| 1Y | +45.8% | -54.2% | +100.0% | +33.8% |
| All | -28.3% | -99.1% | +70.8% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling