-2.3%
NVTS vs COO
-9.3%
+7.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.2% |
| 7D | +9.6% | +4.5% | +5.1% | +10.3% |
| 30D | -13.0% | +16.9% | -29.9% | -10.5% |
| 3M | -28.8% | -16.7% | -12.1% | -31.3% |
| 6M | -48.5% | +5.9% | -54.4% | -49.3% |
| YTD | +31.4% | -22.4% | +53.8% | +58.3% |
| 1Y | -2.3% | -10.1% | +7.8% | +15.5% |
| All | -2.3% | -9.3% | +7.0% | +15.5% |
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