-10.8%
NVTS vs DRI
+34.0%
-44.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.1% | +3.9% | +8.2% |
| 7D | -0.3% | +6.5% | -6.8% | -1.2% |
| 30D | -24.4% | +16.4% | -40.8% | -26.2% |
| 3M | -26.5% | +13.6% | -40.1% | -28.0% |
| 6M | -41.4% | +22.0% | -63.4% | -44.6% |
| YTD | +30.7% | +29.3% | +1.4% | +24.3% |
| 1Y | -10.8% | +32.0% | -42.8% | -13.9% |
| All | -10.8% | +34.0% | -44.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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