-99.1%
NVD vs DBX
+31.3%
-130.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.9% |
| 7D | +10.8% | +2.1% | +8.7% | +11.9% |
| 30D | +0.8% | +5.7% | -5.0% | +3.9% |
| 3M | -20.8% | +31.8% | -52.6% | -9.6% |
| 6M | -41.2% | +37.5% | -78.6% | -30.8% |
| YTD | -44.2% | +27.9% | -72.1% | -37.3% |
| 1Y | -54.2% | +15.0% | -69.2% | -52.1% |
| 3Y | -99.1% | +27.2% | -126.3% | -98.8% |
| All | -99.1% | +31.3% | -130.4% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling