-7.8%
NVTS vs COO
-31.1%
+23.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +7.4% |
| 7D | +2.7% | -2.2% | +4.9% | +4.3% |
| 30D | -4.5% | -7.0% | +2.6% | +0.2% |
| 3M | -61.5% | +12.2% | -73.7% | -66.6% |
| 6M | +28.0% | -15.1% | +43.1% | +40.7% |
| YTD | +65.3% | -15.1% | +80.4% | +82.2% |
| 1Y | +113.0% | +2.3% | +110.7% | +97.9% |
| 3Y | +34.7% | -23.7% | +58.4% | +54.0% |
| All | -7.8% | -31.1% | +23.3% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling