+39.3%
DLR vs NVTS
-36.0%
+75.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -1.5% |
| 7D | +3.3% | +3.9% | -0.6% | +3.0% |
| 30D | +4.6% | -4.3% | +8.9% | +4.6% |
| 3M | -8.3% | -34.5% | +26.2% | -6.5% |
| 6M | -5.6% | -57.7% | +52.1% | -2.6% |
| YTD | +18.7% | +25.4% | -6.6% | +13.5% |
| 1Y | +17.1% | +13.1% | +4.0% | +12.5% |
| 3Y | +54.4% | +48.9% | +5.4% | +37.5% |
| 5Y | +36.5% | -51.8% | +88.3% | +21.8% |
| All | +39.3% | -36.0% | +75.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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