-99.1%
NVD vs DGX
+84.5%
-183.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +5.3% |
| 7D | +9.0% | -3.5% | +12.5% | +10.7% |
| 30D | -5.5% | -2.7% | -2.8% | -4.5% |
| 3M | -24.6% | +13.9% | -38.5% | -29.1% |
| 6M | -42.1% | +16.0% | -58.1% | -46.0% |
| YTD | -44.3% | +34.9% | -79.3% | -51.2% |
| 1Y | -54.2% | +30.6% | -84.7% | -59.3% |
| 3Y | -99.1% | +93.0% | -192.1% | -99.4% |
| All | -99.1% | +84.5% | -183.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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