+43.0%
NVTS vs DD
+42.2%
+0.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -0.8% |
| 7D | +3.5% | -3.8% | +7.2% | +7.5% |
| 30D | -11.9% | -9.2% | -2.7% | -2.7% |
| 3M | -49.2% | -9.0% | -40.2% | -43.6% |
| 6M | +38.4% | -5.0% | +43.4% | +52.7% |
| YTD | +62.5% | +7.4% | +55.1% | +61.7% |
| 1Y | +101.4% | +35.1% | +66.3% | +63.5% |
| All | +43.0% | +42.2% | +0.9% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling