-54.2%
NVD vs DBX
+15.5%
-69.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +10.8% | +2.1% | +8.7% | +10.8% |
| 30D | +0.8% | +5.7% | -5.0% | +0.5% |
| 3M | -20.8% | +31.8% | -52.6% | -21.7% |
| 6M | -41.2% | +37.5% | -78.6% | -41.3% |
| YTD | -44.2% | +27.9% | -72.1% | -44.2% |
| 1Y | -54.2% | +15.0% | -69.2% | -53.4% |
| All | -54.2% | +15.5% | -69.7% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling