+6.0%
DT vs NVD
-99.1%
+105.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.8% | +2.0% |
| 7D | -2.5% | +9.0% | -11.6% | -1.9% |
| 30D | +3.5% | -5.5% | +9.0% | +3.4% |
| 3M | +26.7% | -24.6% | +51.3% | +24.7% |
| 6M | +36.1% | -42.1% | +78.2% | +32.0% |
| YTD | +18.6% | -44.3% | +63.0% | +15.1% |
| 1Y | +7.9% | -54.2% | +62.1% | +3.7% |
| All | +6.0% | -99.1% | +105.1% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling