-99.1%
NVD vs DG
-17.8%
-81.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +10.8% | -6.5% | +17.3% | +11.2% |
| 30D | +0.8% | +4.2% | -3.4% | +0.4% |
| 3M | -20.8% | +9.5% | -30.3% | -21.3% |
| 6M | -41.2% | -13.1% | -28.0% | -40.7% |
| YTD | -44.2% | -4.8% | -39.4% | -44.1% |
| 1Y | -54.2% | +20.6% | -74.8% | -54.7% |
| 3Y | -99.1% | +4.9% | -104.1% | -99.2% |
| All | -99.1% | -17.8% | -81.4% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling