-12.9%
NVTS vs DD
+54.6%
-67.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.4% |
| 7D | +0.5% | -2.9% | +3.4% | +3.6% |
| 30D | -18.0% | -11.5% | -6.5% | -6.7% |
| 3M | -45.6% | -5.4% | -40.2% | -41.8% |
| 6M | +28.5% | -6.9% | +35.4% | +44.6% |
| YTD | +56.2% | +6.9% | +49.3% | +53.7% |
| 1Y | +97.7% | +35.6% | +62.1% | +52.5% |
| 3Y | +35.0% | +42.5% | -7.6% | -2.8% |
| All | -12.9% | +54.6% | -67.5% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling