+62.5%
DRAM vs NVT
-3.1%
+65.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -12.7% | +7.4% | +8.2% |
| 7D | -16.6% | -19.5% | +2.8% | +4.1% |
| 30D | -26.9% | -32.4% | +5.5% | +10.8% |
| 3M | -17.8% | -30.3% | +12.5% | +17.9% |
| 6M | +6.2% | -30.4% | +36.7% | +68.0% |
| All | +62.5% | -3.1% | +65.6% | +120.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling