-99.9%
DFNS vs NVD
-99.1%
-0.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.6% |
| 7D | +4.6% | +0.5% | +4.1% | +4.6% |
| 30D | -73.9% | -9.3% | -64.6% | -73.9% |
| 3M | -71.7% | -22.1% | -49.6% | -71.4% |
| 6M | -94.6% | -45.8% | -48.8% | -94.6% |
| YTD | -98.1% | -46.7% | -51.4% | -98.1% |
| 1Y | -98.3% | -59.5% | -38.8% | -98.3% |
| All | -99.9% | -99.1% | -0.7% | -99.9% |
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