+2,490.2%
NVDL vs DT
+28.5%
+2,461.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -10.3% | -1.6% | -8.7% | -9.5% |
| 30D | -7.1% | +3.0% | -10.2% | -9.0% |
| 3M | +6.6% | +26.5% | -19.9% | -9.9% |
| 6M | +21.1% | +35.9% | -14.9% | -5.5% |
| YTD | +15.2% | +17.8% | -2.6% | -0.9% |
| 1Y | +18.8% | +4.1% | +14.7% | +12.1% |
| 3Y | +649.9% | +5.3% | +644.6% | +616.0% |
| All | +2,490.2% | +28.5% | +2,461.7% | +1,881.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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