-25.3%
NVTS vs DAR
-28.0%
+2.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.2% | -6.2% |
| 7D | +21.6% | +9.2% | +12.4% | +16.1% |
| 30D | -8.5% | -12.3% | +3.7% | -1.9% |
| 3M | -31.4% | -12.7% | -18.6% | -26.8% |
| 6M | -50.3% | -12.8% | -37.6% | -47.4% |
| YTD | +33.9% | +53.8% | -19.9% | +5.2% |
| 1Y | +10.6% | +60.3% | -49.6% | -15.3% |
| 3Y | +52.7% | +31.7% | +21.0% | +19.4% |
| 5Y | -48.5% | -27.7% | -20.7% | -47.0% |
| All | -25.3% | -28.0% | +2.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling