-99.9%
DFNS vs NVMI
+645.8%
-745.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -1.1% |
| 7D | -16.0% | +6.6% | -22.6% | -17.6% |
| 30D | -77.7% | -7.5% | -70.2% | -77.0% |
| 3M | -77.2% | -28.5% | -48.7% | -74.8% |
| 6M | -95.2% | -15.7% | -79.4% | -95.1% |
| YTD | -98.0% | +13.3% | -111.3% | -98.2% |
| 1Y | -98.3% | +48.3% | -146.5% | -98.6% |
| 3Y | -99.9% | +191.2% | -291.1% | -99.9% |
| 5Y | -99.9% | +268.7% | -368.5% | -99.9% |
| All | -99.9% | +645.8% | -745.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling