+90.9%
NTR vs DVA
+150.9%
-60.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.3% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +17.0% | +1.7% | +15.4% | +16.6% |
| 3M | +22.2% | -8.7% | +30.8% | +23.6% |
| 6M | +5.2% | +19.7% | -14.5% | -0.1% |
| YTD | +29.7% | +59.6% | -29.9% | +14.7% |
| 1Y | +39.4% | +37.1% | +2.3% | +27.5% |
| 3Y | +38.2% | +89.8% | -51.6% | +13.0% |
| 5Y | +47.6% | +47.4% | +0.2% | +25.1% |
| All | +90.9% | +150.9% | -60.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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