+124.8%
DAL vs NVTS
-38.4%
+163.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.5% | -7.4% | +1.3% |
| 7D | +8.8% | +1.5% | +7.3% | +8.5% |
| 30D | +5.4% | -23.8% | +29.2% | +7.5% |
| 3M | -4.9% | -30.6% | +25.6% | -2.5% |
| 6M | +19.8% | -48.4% | +68.2% | +23.4% |
| YTD | +27.0% | +20.6% | +6.4% | +18.7% |
| 1Y | +52.5% | -2.5% | +55.0% | +44.4% |
| 3Y | +173.8% | +44.0% | +129.9% | +128.6% |
| 5Y | +104.5% | -42.6% | +147.2% | +69.5% |
| All | +124.8% | -38.4% | +163.2% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 all: compounded portfolio wealth divided by compounded NVTS 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…
all analysis · Full analysis span regression · 6 months rolling