+46.4%
DRAM vs NVT
-3.4%
+49.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -0.9% |
| 7D | -14.7% | -13.0% | -1.7% | -1.5% |
| 30D | -28.9% | -32.7% | +3.8% | +9.7% |
| 3M | -18.1% | -30.6% | +12.5% | +19.0% |
| 6M | -23.0% | -33.6% | +10.6% | +25.5% |
| All | +46.4% | -3.4% | +49.8% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling