-10.8%
NVTS vs DG
+45.3%
-56.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.5% | +0.5% | +9.7% |
| 7D | -0.3% | +12.3% | -12.6% | +0.7% |
| 30D | -24.4% | +19.3% | -43.7% | -23.5% |
| 3M | -26.5% | +11.9% | -38.3% | -25.6% |
| 6M | -41.4% | +25.0% | -66.4% | -41.1% |
| YTD | +30.7% | +8.7% | +21.9% | +36.9% |
| 1Y | -10.8% | +44.7% | -55.5% | -20.8% |
| All | -10.8% | +45.3% | -56.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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