+48.0%
NVTS vs DG
+7.4%
+40.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +1.8% |
| 7D | +9.7% | -2.5% | +12.1% | +9.7% |
| 30D | -13.6% | +1.0% | -14.6% | -13.6% |
| 3M | -51.0% | +20.3% | -71.3% | -51.5% |
| 6M | +46.3% | -11.7% | +58.1% | +49.0% |
| YTD | +68.1% | -2.3% | +70.4% | +69.5% |
| 1Y | +113.9% | +20.0% | +93.9% | +112.0% |
| All | +48.0% | +7.4% | +40.6% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling