-98.3%
DFNS vs NVD
-61.9%
-36.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -16.0% | -11.1% | -4.9% | -15.1% |
| 30D | -77.7% | -13.3% | -64.4% | -77.9% |
| 3M | -77.2% | -19.8% | -57.4% | -74.5% |
| 6M | -95.2% | -48.8% | -46.4% | -95.2% |
| YTD | -98.0% | -49.7% | -48.3% | -97.9% |
| 1Y | -98.3% | -61.4% | -36.9% | -98.2% |
| All | -98.3% | -61.9% | -36.4% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling