+64.5%
DLR vs NVD
-99.1%
+163.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -1.5% |
| 7D | -1.3% | +9.0% | -10.3% | -0.4% |
| 30D | -2.9% | -5.5% | +2.6% | -3.0% |
| 3M | +3.2% | -24.6% | +27.8% | +1.2% |
| 6M | +3.9% | -42.1% | +45.9% | -0.1% |
| YTD | +21.4% | -44.3% | +65.8% | +16.9% |
| 1Y | +9.7% | -54.2% | +63.9% | +4.3% |
| 3Y | +56.5% | -99.1% | +155.7% | +6.7% |
| All | +64.5% | -99.1% | +163.6% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling