+1,573.9%
NVDA vs DFNS
-100.0%
+1,673.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.7% | -9.9% | +2.9% |
| 7D | -13.2% | -13.0% | -0.2% | -13.2% |
| 30D | -23.2% | -56.9% | +33.6% | -23.2% |
| 3M | -20.0% | -93.2% | +73.2% | -20.1% |
| 6M | -20.6% | -95.4% | +74.8% | -20.4% |
| YTD | -6.6% | -99.5% | +92.9% | -6.2% |
| 1Y | -9.8% | -99.6% | +89.8% | -9.4% |
| 3Y | +260.5% | -100.0% | +360.5% | +256.5% |
| 5Y | +474.2% | -100.0% | +574.2% | +528.1% |
| All | +1,573.9% | -100.0% | +1,673.8% | +1,851.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling