+136.9%
DLR vs NVT
+488.5%
-351.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +3.3% | +8.0% | -4.7% | +1.5% |
| 30D | +4.6% | -24.8% | +29.4% | +10.7% |
| 3M | -8.3% | -32.4% | +24.2% | -0.7% |
| 6M | -5.6% | -33.5% | +27.8% | +1.7% |
| YTD | +18.7% | +13.2% | +5.5% | +11.6% |
| 1Y | +17.1% | +9.0% | +8.1% | +10.9% |
| 3Y | +54.4% | +129.4% | -75.0% | +18.4% |
| 5Y | +36.5% | +230.1% | -193.6% | -4.6% |
| All | +136.9% | +488.5% | -351.6% | +43.7% |
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