-9.4%
NVTS vs DRI
+72.4%
-81.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.1% |
| 7D | +3.5% | -4.8% | +8.3% | +7.5% |
| 30D | -11.9% | -3.9% | -8.0% | -9.5% |
| 3M | -49.2% | +5.1% | -54.3% | -52.2% |
| 6M | +38.4% | +5.5% | +32.9% | +29.1% |
| YTD | +62.5% | +16.5% | +46.0% | +38.5% |
| 1Y | +101.4% | +2.0% | +99.4% | +90.5% |
| 3Y | +40.4% | +54.5% | -14.1% | -14.2% |
| All | -9.4% | +72.4% | -81.8% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling