+106.1%
DAL vs NVTS
-15.6%
+121.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +1.3% |
| 7D | +0.1% | +2.7% | -2.6% | -0.1% |
| 30D | -13.9% | -4.5% | -9.5% | -13.8% |
| 3M | +1.1% | -61.5% | +62.6% | +8.2% |
| 6M | +26.2% | +28.0% | -1.7% | +19.1% |
| YTD | +16.4% | +65.3% | -48.8% | +6.4% |
| 1Y | +33.9% | +113.0% | -79.1% | +17.8% |
| 3Y | +93.4% | +34.7% | +58.7% | +69.4% |
| All | +106.1% | -15.6% | +121.7% | +65.4% |
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