-100.0%
DFNS vs NVMI
+140.3%
-240.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -4.4% |
| 7D | -6.0% | +1.5% | -7.5% | -6.2% |
| 30D | -71.2% | -4.1% | -67.1% | -70.8% |
| 3M | -94.5% | -22.8% | -71.8% | -94.0% |
| 6M | -96.5% | -36.9% | -59.7% | -96.0% |
| YTD | -99.6% | -3.2% | -96.4% | -99.7% |
| 1Y | -99.7% | +7.1% | -106.8% | -99.7% |
| 3Y | -100.0% | +181.5% | -281.5% | -100.0% |
| All | -100.0% | +140.3% | -240.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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