+147.7%
DLR vs NVT
+732.7%
-585.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.4% |
| 7D | +3.4% | +10.4% | -7.0% | +1.0% |
| 30D | -2.2% | -1.3% | -0.9% | -2.1% |
| 3M | +4.7% | -0.6% | +5.4% | +4.0% |
| 6M | +9.0% | +53.8% | -44.8% | -3.3% |
| YTD | +24.1% | +60.2% | -36.0% | +8.7% |
| 1Y | +20.9% | +76.8% | -55.8% | +2.9% |
| 3Y | +60.0% | +191.2% | -131.2% | +17.2% |
| 5Y | +35.3% | +430.9% | -395.7% | -14.0% |
| All | +147.7% | +732.7% | -585.0% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling