-99.9%
DFNS vs NVDX
+774.9%
-874.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +1.6% |
| 7D | -3.3% | -8.6% | +5.3% | -3.3% |
| 30D | -73.1% | -1.4% | -71.7% | -73.1% |
| 3M | -71.4% | +10.6% | -82.0% | -71.2% |
| 6M | -93.8% | +20.2% | -114.0% | -93.9% |
| YTD | -98.0% | +11.8% | -109.8% | -98.0% |
| 1Y | -98.2% | +12.9% | -111.1% | -98.2% |
| All | -99.9% | +774.9% | -874.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 3y: compounded portfolio wealth divided by compounded NVDX 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…
3y analysis · Full analysis span regression · 6 months rolling