+2,003.9%
NVDA vs DFNS
-99.9%
+2,103.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.3% |
| 7D | -4.3% | -3.3% | -1.0% | -4.3% |
| 30D | +0.5% | -73.1% | +73.6% | +0.5% |
| 3M | +9.1% | -71.4% | +80.4% | +9.4% |
| 6M | +18.5% | -93.8% | +112.3% | +19.0% |
| YTD | +17.4% | -98.0% | +115.4% | +17.9% |
| 1Y | +23.4% | -98.2% | +121.6% | +24.1% |
| 3Y | +380.6% | -99.9% | +480.5% | +374.9% |
| 5Y | +875.7% | -99.9% | +975.6% | +969.9% |
| All | +2,003.9% | -99.9% | +2,103.7% | +2,353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DFNS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling