+146.5%
DLR vs NVT
+731.8%
-585.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.7% |
| 7D | +0.1% | +4.1% | -4.0% | -0.9% |
| 30D | -4.3% | -5.1% | +0.8% | -3.3% |
| 3M | +3.8% | -1.2% | +5.0% | +3.2% |
| 6M | +5.8% | +46.6% | -40.7% | -5.0% |
| YTD | +23.5% | +60.0% | -36.4% | +8.2% |
| 1Y | +11.1% | +70.8% | -59.7% | -4.7% |
| 3Y | +57.9% | +187.5% | -129.7% | +15.9% |
| 5Y | +44.0% | +426.1% | -382.2% | -8.3% |
| All | +146.5% | +731.8% | -585.3% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling