-99.9%
DFNS vs NVDL
+2,480.8%
-2,580.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +1.5% |
| 7D | -3.3% | -8.7% | +5.3% | -3.4% |
| 30D | -73.1% | -1.3% | -71.8% | -73.1% |
| 3M | -71.4% | +11.4% | -82.7% | -71.2% |
| 6M | -93.8% | +22.9% | -116.7% | -93.8% |
| YTD | -98.0% | +15.4% | -113.5% | -98.0% |
| 1Y | -98.2% | +18.8% | -116.9% | -98.2% |
| 3Y | -99.9% | +641.4% | -741.3% | -99.9% |
| All | -99.9% | +2,480.8% | -2,580.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling