+91.3%
NVTS vs DRI
+2.4%
+88.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | -1.4% | -3.2% | +1.8% | -0.5% |
| 30D | -16.5% | -7.8% | -8.7% | -14.4% |
| 3M | -47.6% | +0.4% | -48.0% | -47.7% |
| 6M | +7.3% | +4.8% | +2.5% | +4.4% |
| YTD | +62.9% | +16.7% | +46.2% | +50.7% |
| 1Y | +91.3% | +1.5% | +89.8% | +85.7% |
| All | +91.3% | +2.4% | +88.9% | +85.7% |
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