+37.3%
DLR vs NVTS
-45.3%
+82.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.2% | -0.3% |
| 7D | -2.0% | +7.9% | -10.0% | -2.5% |
| 30D | +0.5% | +0.8% | -0.3% | +0.2% |
| 3M | -4.4% | -26.0% | +21.5% | -3.2% |
| 6M | -6.4% | -55.5% | +49.1% | -3.8% |
| YTD | +19.5% | +41.0% | -21.6% | +13.4% |
| 1Y | +10.5% | +10.4% | +0.1% | +6.2% |
| 3Y | +54.0% | +60.9% | -6.9% | +36.9% |
| All | +37.3% | -45.3% | +82.6% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling