+161.0%
DAL vs NVS
+90.8%
+70.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +12.8% | +9.3% | +3.6% | +11.2% |
| 3M | -5.3% | +5.8% | -11.1% | -6.4% |
| 6M | +22.4% | +7.2% | +15.2% | +20.4% |
| YTD | +25.6% | +20.0% | +5.7% | +22.2% |
| 1Y | +45.5% | +25.4% | +20.1% | +40.6% |
| 3Y | +161.0% | +89.2% | +71.7% | +152.7% |
| All | +161.0% | +90.8% | +70.1% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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