-48.5%
NVTS vs DAR
-29.6%
-18.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.2% | -6.3% |
| 7D | +21.6% | +9.2% | +12.4% | +16.0% |
| 30D | -8.5% | -12.3% | +3.7% | -1.7% |
| 3M | -31.4% | -12.7% | -18.6% | -26.7% |
| 6M | -50.3% | -12.8% | -37.6% | -47.4% |
| YTD | +33.9% | +53.8% | -19.9% | +4.4% |
| 1Y | +10.6% | +60.3% | -49.6% | -16.0% |
| 3Y | +52.7% | +31.7% | +21.0% | +18.3% |
| 5Y | -48.5% | -27.7% | -20.7% | -44.1% |
| All | -48.5% | -29.6% | -18.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling