-99.9%
DFNS vs NVDL
+2,657.6%
-2,757.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.8% |
| 7D | +0.8% | +7.3% | -6.5% | +0.8% |
| 30D | -73.2% | -0.7% | -72.5% | -73.3% |
| 3M | -72.4% | +9.5% | -81.9% | -72.1% |
| 6M | -95.2% | +41.6% | -136.8% | -95.2% |
| YTD | -98.0% | +23.3% | -121.3% | -98.0% |
| 1Y | -98.3% | +40.3% | -138.5% | -98.3% |
| 3Y | -99.9% | +692.2% | -792.1% | -99.9% |
| All | -99.9% | +2,657.6% | -2,757.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling