+9.7%
DT vs NVD
-99.2%
+108.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.8% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | +0.1% | -9.3% | +9.3% | -0.4% |
| 3M | +24.1% | -22.1% | +46.2% | +22.5% |
| 6M | +30.1% | -45.8% | +75.9% | +25.5% |
| YTD | +16.8% | -46.7% | +63.5% | +13.0% |
| 1Y | -0.1% | -59.5% | +59.4% | -4.9% |
| 3Y | +6.8% | -99.2% | +106.0% | -31.9% |
| All | +9.7% | -99.2% | +108.8% | -30.1% |
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