-12.9%
NVTS vs DT
-33.5%
+20.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -5.0% |
| 7D | +0.5% | -2.5% | +3.0% | +2.0% |
| 30D | -18.0% | +3.5% | -21.6% | -21.0% |
| 3M | -45.6% | +26.7% | -72.3% | -55.7% |
| 6M | +28.5% | +36.1% | -7.7% | -5.9% |
| YTD | +56.2% | +18.6% | +37.5% | +26.4% |
| 1Y | +97.7% | +7.9% | +89.8% | +74.1% |
| 3Y | +35.0% | +8.6% | +26.4% | +15.5% |
| All | -12.9% | -33.5% | +20.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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