+9.0%
DT vs NVD
-99.2%
+108.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -2.8% |
| 7D | -4.9% | -7.7% | +2.8% | -5.4% |
| 30D | +2.7% | -5.8% | +8.5% | +2.5% |
| 3M | +20.0% | -23.2% | +43.2% | +18.3% |
| 6M | +28.0% | -49.7% | +77.8% | +22.7% |
| YTD | +16.0% | -47.7% | +63.7% | +12.1% |
| 1Y | +0.7% | -61.3% | +62.1% | -4.5% |
| 3Y | +6.2% | -99.2% | +105.4% | -32.4% |
| All | +9.0% | -99.2% | +108.2% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling