+2,622.7%
NVDL vs DT
+27.3%
+2,595.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | +3.4% | +0.1% | +3.3% | +3.1% |
| 3M | +8.1% | +24.1% | -16.0% | -7.4% |
| 6M | +31.9% | +30.1% | +1.8% | +6.2% |
| YTD | +21.1% | +16.8% | +4.4% | +4.9% |
| 1Y | +34.0% | -0.1% | +34.1% | +29.9% |
| 3Y | +677.9% | +6.8% | +671.1% | +632.4% |
| All | +2,622.7% | +27.3% | +2,595.4% | +1,995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling