+1,469.0%
NVDA vs DFNS
-100.0%
+1,569.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -2.0% |
| 7D | -12.7% | -6.0% | -6.8% | -12.7% |
| 30D | -26.4% | -71.2% | +44.8% | -26.4% |
| 3M | -27.6% | -94.5% | +66.9% | -27.7% |
| 6M | -27.7% | -96.5% | +68.8% | -27.5% |
| YTD | -12.5% | -99.6% | +87.1% | -12.0% |
| 1Y | -12.6% | -99.7% | +87.0% | -12.2% |
| 3Y | +235.9% | -100.0% | +335.9% | +232.4% |
| 5Y | +438.2% | -100.0% | +538.2% | +488.4% |
| All | +1,469.0% | -100.0% | +1,569.0% | +1,729.7% |
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