+60.0%
DLR vs NVTS
+45.8%
+14.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +3.4% | +9.7% | -6.3% | +3.0% |
| 30D | -2.2% | -13.6% | +11.4% | -1.7% |
| 3M | +4.7% | -51.0% | +55.7% | +7.1% |
| 6M | +9.0% | +46.3% | -37.3% | +5.7% |
| YTD | +24.1% | +68.1% | -43.9% | +19.2% |
| 1Y | +20.9% | +113.9% | -93.0% | +14.3% |
| 3Y | +60.0% | +45.3% | +14.8% | +66.2% |
| All | +60.0% | +45.8% | +14.2% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling