-98.2%
DFNS vs NVD
-54.6%
-43.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -2.9% | +1.2% |
| 7D | -3.3% | +9.0% | -12.4% | -4.0% |
| 30D | -73.1% | -5.5% | -67.6% | -73.5% |
| 3M | -71.4% | -24.6% | -46.8% | -69.9% |
| 6M | -93.8% | -42.1% | -51.8% | -93.9% |
| YTD | -98.0% | -44.3% | -53.7% | -98.0% |
| 1Y | -98.2% | -54.2% | -44.0% | -98.2% |
| All | -98.2% | -54.6% | -43.6% | -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