+183.5%
DAL vs NVS
+92.9%
+90.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.1% |
| 7D | +10.0% | +1.3% | +8.7% | +9.8% |
| 30D | +12.0% | +13.9% | -1.8% | +9.6% |
| 3M | +0.8% | +4.7% | -3.9% | -0.2% |
| 6M | +26.2% | +12.1% | +14.1% | +23.1% |
| YTD | +33.7% | +22.3% | +11.3% | +29.5% |
| 1Y | +57.6% | +33.5% | +24.1% | +51.1% |
| 3Y | +183.5% | +94.7% | +88.7% | +173.8% |
| All | +183.5% | +92.9% | +90.6% | +173.8% |
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