-99.6%
DFNS vs NVDL
-23.5%
-76.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.1% | -12.3% | -18.9% |
| 7D | -27.7% | -14.0% | -13.6% | -29.0% |
| 30D | -58.0% | -31.2% | -26.8% | -59.9% |
| 3M | -94.0% | -15.5% | -78.5% | -94.1% |
| 6M | -94.6% | -10.3% | -84.3% | -94.3% |
| YTD | -99.4% | -5.8% | -93.7% | -99.4% |
| 1Y | -99.6% | -20.1% | -79.6% | -99.6% |
| All | -99.6% | -23.5% | -76.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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