-10.8%
NVTS vs COO
-7.7%
-3.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.9% | +3.1% | +10.0% |
| 7D | -0.3% | +8.4% | -8.8% | +1.2% |
| 30D | -24.4% | +13.5% | -37.9% | -22.5% |
| 3M | -26.5% | -13.8% | -12.7% | -28.4% |
| 6M | -41.4% | +4.7% | -46.1% | -41.3% |
| YTD | +30.7% | -21.4% | +52.1% | +57.7% |
| 1Y | -10.8% | -6.7% | -4.1% | +2.6% |
| All | -10.8% | -7.7% | -3.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling