-45.8%
NVD vs DTE
-8.1%
-37.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.3% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -9.3% | -0.5% | -8.8% | -9.2% |
| 3M | -22.1% | -6.0% | -16.1% | -19.4% |
| 6M | -45.8% | -7.2% | -38.6% | -44.5% |
| All | -45.8% | -8.1% | -37.7% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 6mo: compounded portfolio wealth divided by compounded DTE 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…
6mo analysis · Full analysis span regression · 6 months rolling