+53.6%
NVD vs DG
+32.6%
+21.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.0% |
| 7D | +28.6% | +0.3% | +28.3% | +28.4% |
| 30D | +73.6% | +3.2% | +70.4% | +71.9% |
| 3M | +70.1% | +10.4% | +59.7% | +67.6% |
| 6M | +53.6% | +33.2% | +20.4% | +73.2% |
| All | +53.6% | +32.6% | +21.0% | +73.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling