-2.9%
DT vs NVD
-98.5%
+95.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | +0.1% |
| 7D | +3.1% | +28.6% | -25.5% | +5.3% |
| 30D | -29.5% | +73.6% | -103.2% | -26.2% |
| 3M | -11.7% | +70.1% | -81.8% | -7.4% |
| 6M | +29.0% | +53.6% | -24.6% | +35.3% |
| YTD | +3.4% | -7.0% | +10.4% | +4.9% |
| 1Y | -4.2% | -9.0% | +4.8% | -2.8% |
| 3Y | -12.8% | -98.3% | +85.5% | -39.8% |
| All | -2.9% | -98.5% | +95.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling