-98.3%
DFNS vs NVDL
+42.2%
-140.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.7% |
| 7D | -16.0% | +11.7% | -27.7% | -15.1% |
| 30D | -77.7% | +7.8% | -85.5% | -77.9% |
| 3M | -77.2% | +3.3% | -80.5% | -74.4% |
| 6M | -95.2% | +38.9% | -134.1% | -95.1% |
| YTD | -98.0% | +28.5% | -126.4% | -97.9% |
| 1Y | -98.3% | +40.6% | -138.9% | -98.2% |
| All | -98.3% | +42.2% | -140.4% | -98.2% |
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