-99.2%
NVD vs DG
-15.6%
-83.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +7.9% | +4.1% |
| 7D | -7.7% | -2.5% | -5.2% | -7.5% |
| 30D | -5.8% | +1.0% | -6.8% | -5.9% |
| 3M | -23.2% | +20.3% | -43.5% | -24.0% |
| 6M | -49.7% | -11.7% | -38.0% | -49.4% |
| YTD | -47.7% | -2.3% | -45.4% | -47.7% |
| 1Y | -61.3% | +20.0% | -81.3% | -61.8% |
| 3Y | -99.2% | +7.2% | -106.4% | -99.3% |
| All | -99.2% | -15.6% | -83.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling