-9.4%
NVTS vs DT
-34.6%
+25.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.8% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | -11.9% | +0.1% | -12.0% | -13.0% |
| 3M | -49.2% | +24.1% | -73.3% | -58.0% |
| 6M | +38.4% | +30.1% | +8.3% | +4.9% |
| YTD | +62.5% | +16.8% | +45.7% | +33.1% |
| 1Y | +101.4% | -0.1% | +101.5% | +88.4% |
| 3Y | +40.4% | +6.8% | +33.6% | +21.5% |
| All | -9.4% | -34.6% | +25.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling