+649.9%
NVDL vs DBX
+27.0%
+622.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.8% |
| 7D | -10.3% | +2.1% | -12.4% | -11.2% |
| 30D | -7.1% | +5.7% | -12.9% | -9.5% |
| 3M | +6.6% | +31.8% | -25.2% | -7.5% |
| 6M | +21.1% | +37.5% | -16.4% | +0.6% |
| YTD | +15.2% | +27.9% | -12.7% | -0.3% |
| 1Y | +18.8% | +15.0% | +3.7% | +8.9% |
| 3Y | +649.9% | +27.2% | +622.7% | +499.2% |
| All | +649.9% | +27.0% | +622.9% | +499.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling