-7.8%
NVTS vs DT
-32.9%
+25.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.4% |
| 7D | +2.7% | -3.3% | +6.0% | +4.8% |
| 30D | -4.5% | +2.0% | -6.5% | -7.1% |
| 3M | -61.5% | +20.0% | -81.5% | -67.2% |
| 6M | +28.0% | +39.3% | -11.3% | -8.2% |
| YTD | +65.3% | +19.8% | +45.5% | +33.2% |
| 1Y | +113.0% | +4.3% | +108.7% | +93.2% |
| 3Y | +34.7% | +7.7% | +27.0% | +16.3% |
| All | -7.8% | -32.9% | +25.1% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling