+43.0%
NVTS vs DT
+6.3%
+36.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | -11.9% | +0.1% | -12.0% | -12.7% |
| 3M | -49.2% | +24.1% | -73.3% | -56.0% |
| 6M | +38.4% | +30.1% | +8.3% | +12.0% |
| YTD | +62.5% | +16.8% | +45.7% | +42.0% |
| 1Y | +101.4% | -0.1% | +101.5% | +101.1% |
| All | +43.0% | +6.3% | +36.8% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling