-7.8%
NVTS vs DD
+59.8%
-67.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +5.9% |
| 7D | +2.7% | -3.5% | +6.2% | +6.6% |
| 30D | -4.5% | -10.3% | +5.9% | +7.1% |
| 3M | -61.5% | -7.5% | -54.0% | -57.7% |
| 6M | +28.0% | -8.0% | +36.0% | +45.4% |
| YTD | +65.3% | +10.5% | +54.8% | +57.2% |
| 1Y | +113.0% | +38.3% | +74.7% | +60.8% |
| 3Y | +34.7% | +42.5% | -7.8% | -2.8% |
| All | -7.8% | +59.8% | -67.6% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling