-7.8%
NVTS vs DG
-32.6%
+24.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +6.2% |
| 7D | +2.7% | +8.4% | -5.7% | +2.1% |
| 30D | -4.5% | +4.9% | -9.4% | -4.8% |
| 3M | -61.5% | +29.3% | -90.9% | -62.6% |
| 6M | +28.0% | -11.3% | +39.2% | +30.4% |
| YTD | +65.3% | +1.8% | +63.5% | +65.4% |
| 1Y | +113.0% | +25.3% | +87.7% | +107.5% |
| 3Y | +34.7% | +9.1% | +25.6% | +30.2% |
| All | -7.8% | -32.6% | +24.8% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling