+113.0%
NVTS vs DRI
+6.9%
+106.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -4.5% | +3.8% | -8.3% | -5.4% |
| 3M | -61.5% | +13.0% | -74.5% | -63.7% |
| 6M | +28.0% | +8.3% | +19.7% | +23.3% |
| YTD | +65.3% | +20.6% | +44.6% | +50.8% |
| 1Y | +113.0% | +6.5% | +106.5% | +104.6% |
| All | +113.0% | +6.9% | +106.0% | +104.6% |
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