-30.2%
NVD vs DG
+45.3%
-75.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.5% | -2.1% | +5.0% |
| 7D | +15.0% | +12.3% | +2.7% | +13.0% |
| 30D | +39.3% | +19.3% | +20.0% | +36.9% |
| 3M | +3.1% | +11.9% | -8.7% | +1.6% |
| 6M | -19.0% | +25.0% | -44.0% | -19.7% |
| YTD | -35.5% | +8.7% | -44.3% | -35.7% |
| 1Y | -30.2% | +44.7% | -74.9% | -26.2% |
| All | -30.2% | +45.3% | -75.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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