-99.9%
DFNS vs NVMI
+263.1%
-363.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.3% |
| 7D | -3.3% | +3.8% | -7.1% | -4.6% |
| 30D | -73.1% | -7.6% | -65.5% | -72.0% |
| 3M | -71.4% | -28.0% | -43.4% | -68.1% |
| 6M | -93.8% | -15.3% | -78.5% | -93.8% |
| YTD | -98.0% | +11.5% | -109.5% | -98.3% |
| 1Y | -98.2% | +31.6% | -129.8% | -98.5% |
| 3Y | -99.9% | +207.0% | -306.8% | -99.9% |
| 5Y | -99.9% | +262.8% | -362.7% | -99.9% |
| All | -99.9% | +263.1% | -363.0% | -99.9% |
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