-19.5%
ON vs NVD
-99.2%
+79.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.7% |
| 7D | +2.4% | -11.1% | +13.5% | -0.3% |
| 30D | -3.3% | -13.3% | +10.0% | -5.5% |
| 3M | -43.6% | -19.8% | -23.8% | -44.5% |
| 6M | +19.0% | -48.8% | +67.7% | +8.2% |
| YTD | +37.4% | -49.7% | +87.0% | +25.7% |
| 1Y | +54.8% | -61.4% | +116.1% | +36.5% |
| 3Y | -25.2% | -99.1% | +74.0% | -60.2% |
| All | -19.5% | -99.2% | +79.7% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling