+113.0%
NVTS vs DD
+41.5%
+71.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +5.9% |
| 7D | +2.7% | -3.5% | +6.2% | +7.6% |
| 30D | -4.5% | -10.3% | +5.9% | +10.0% |
| 3M | -61.5% | -7.5% | -54.0% | -56.9% |
| 6M | +28.0% | -8.0% | +36.0% | +46.0% |
| YTD | +65.3% | +10.5% | +54.8% | +65.7% |
| 1Y | +113.0% | +38.3% | +74.7% | +67.1% |
| All | +113.0% | +41.5% | +71.5% | +67.1% |
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