+10.7%
DT vs NVD
-99.1%
+109.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | +10.8% | -12.4% | -0.8% |
| 30D | +3.0% | +0.8% | +2.3% | +3.3% |
| 3M | +26.5% | -20.8% | +47.3% | +25.0% |
| 6M | +35.9% | -41.2% | +77.1% | +32.0% |
| YTD | +17.8% | -44.2% | +62.0% | +14.4% |
| 1Y | +4.1% | -54.2% | +58.2% | 0.0% |
| 3Y | +5.3% | -99.1% | +104.4% | -32.8% |
| All | +10.7% | -99.1% | +109.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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