+55.3%
DLR vs NVT
+135.4%
-80.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.6% | -0.7% |
| 7D | -2.0% | +3.5% | -5.5% | -3.0% |
| 30D | +0.5% | -28.2% | +28.7% | +7.7% |
| 3M | -4.4% | -30.1% | +25.6% | +2.7% |
| 6M | -6.4% | -32.5% | +26.0% | +0.6% |
| YTD | +19.5% | +15.2% | +4.3% | +10.5% |
| 1Y | +10.5% | +7.2% | +3.3% | +4.1% |
| All | +55.3% | +135.4% | -80.1% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling