-99.1%
NVD vs DBX
+25.2%
-124.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.1% | +5.1% |
| 7D | +9.0% | -1.8% | +10.9% | +8.1% |
| 30D | -5.5% | +2.8% | -8.3% | -3.8% |
| 3M | -24.6% | +26.8% | -51.4% | -15.6% |
| 6M | -42.1% | +32.8% | -74.8% | -33.2% |
| YTD | -44.3% | +26.1% | -70.4% | -37.9% |
| 1Y | -54.2% | +14.1% | -68.3% | -52.2% |
| All | -99.1% | +25.2% | -124.3% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling