-10.8%
NVTS vs DD
+49.3%
-60.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.8% | +10.8% | +11.4% |
| 7D | -0.3% | +8.7% | -9.0% | -11.9% |
| 30D | -24.4% | +15.3% | -39.7% | -38.7% |
| 3M | -26.5% | +5.9% | -32.4% | -32.6% |
| 6M | -41.4% | +11.6% | -53.0% | -47.5% |
| YTD | +30.7% | +26.5% | +4.1% | +3.4% |
| 1Y | -10.8% | +35.4% | -46.2% | -29.7% |
| All | -10.8% | +49.3% | -60.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling