+941.4%
DELL vs NVTS
-17.0%
+958.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.6% |
| 7D | +8.7% | +3.5% | +5.3% | +8.4% |
| 30D | +16.9% | -11.9% | +28.8% | +18.2% |
| 3M | +40.4% | -49.2% | +89.7% | +48.0% |
| 6M | +267.1% | +38.4% | +228.6% | +250.4% |
| YTD | +329.1% | +62.5% | +266.6% | +301.5% |
| 1Y | +346.9% | +101.4% | +245.5% | +305.2% |
| 3Y | +696.6% | +40.4% | +656.2% | +597.0% |
| All | +941.4% | -17.0% | +958.4% | +747.0% |
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