-99.9%
DFNS vs NVD
-99.2%
-0.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -16.0% | -11.1% | -4.9% | -16.0% |
| 30D | -77.7% | -13.3% | -64.4% | -77.7% |
| 3M | -77.2% | -19.8% | -57.4% | -76.7% |
| 6M | -95.2% | -48.8% | -46.4% | -95.2% |
| YTD | -98.0% | -49.7% | -48.3% | -98.0% |
| 1Y | -98.3% | -61.4% | -36.9% | -98.3% |
| 3Y | -99.9% | -99.1% | -0.7% | -99.9% |
| All | -99.9% | -99.2% | -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 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