-99.1%
NVD vs DG
-18.8%
-80.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.7% | +4.5% |
| 7D | +9.0% | -6.3% | +15.3% | +9.4% |
| 30D | -5.5% | +2.4% | -7.9% | -5.7% |
| 3M | -24.6% | +12.4% | -37.0% | -25.2% |
| 6M | -42.1% | -14.9% | -27.1% | -41.5% |
| YTD | -44.3% | -6.1% | -38.3% | -44.2% |
| 1Y | -54.2% | +17.9% | -72.0% | -54.7% |
| 3Y | -99.1% | +3.1% | -102.3% | -99.2% |
| All | -99.1% | -18.8% | -80.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling