-31.4%
NVTS vs DD
+7.6%
-38.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.2% |
| 7D | +21.6% | +6.7% | +14.9% | +10.7% |
| 30D | -8.5% | +19.4% | -27.9% | -28.6% |
| 3M | -31.4% | +7.6% | -39.0% | -31.7% |
| All | -31.4% | +7.6% | -38.9% | -31.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling