-6.3%
NVTS vs DRI
+75.3%
-81.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +3.1% |
| 7D | +9.7% | -1.2% | +10.9% | +10.7% |
| 30D | -13.6% | -0.4% | -13.2% | -13.8% |
| 3M | -51.0% | +9.5% | -60.5% | -55.5% |
| 6M | +46.3% | +6.5% | +39.9% | +35.6% |
| YTD | +68.1% | +18.4% | +49.7% | +41.4% |
| 1Y | +113.9% | +4.2% | +109.7% | +98.8% |
| 3Y | +45.3% | +57.1% | -11.8% | -12.4% |
| All | -6.3% | +75.3% | -81.6% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling