-99.2%
NVD vs DG
+4.6%
-103.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.0% |
| 7D | +0.5% | -4.8% | +5.4% | +0.8% |
| 30D | -9.3% | +1.8% | -11.0% | -9.5% |
| 3M | -22.1% | +14.5% | -36.6% | -22.8% |
| 6M | -45.8% | -13.6% | -32.3% | -45.3% |
| YTD | -46.7% | -4.8% | -41.9% | -46.6% |
| 1Y | -59.5% | +21.6% | -81.0% | -60.1% |
| All | -99.2% | +4.6% | -103.8% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling