+2,052.6%
NVDA vs DFNS
-99.9%
+2,152.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.9% |
| 7D | -0.3% | +4.6% | -5.0% | -0.3% |
| 30D | +2.8% | -73.9% | +76.7% | +2.8% |
| 3M | +7.4% | -71.7% | +79.1% | +7.8% |
| 6M | +22.6% | -94.6% | +117.2% | +23.1% |
| YTD | +20.1% | -98.1% | +118.2% | +20.7% |
| 1Y | +31.2% | -98.3% | +129.5% | +31.8% |
| 3Y | +391.7% | -99.9% | +491.6% | +385.9% |
| 5Y | +911.9% | -99.9% | +1,011.7% | +1,009.5% |
| All | +2,052.6% | -99.9% | +2,152.5% | +2,409.9% |
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