-20.1%
NVDL vs DBX
+22.5%
-42.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.3% | -5.8% |
| 7D | -14.0% | -1.1% | -12.9% | -14.0% |
| 30D | -31.2% | +5.0% | -36.2% | -30.8% |
| 3M | -15.5% | +4.6% | -20.1% | -15.1% |
| 6M | -10.3% | +43.9% | -54.2% | -8.2% |
| YTD | -5.8% | +29.9% | -35.6% | -5.9% |
| 1Y | -20.1% | +24.6% | -44.7% | -20.3% |
| All | -20.1% | +22.5% | -42.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling