-57.1%
NVTS vs RAM
-82.2%
+25.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -32.5% | +16.7% | -2.8% |
| 7D | -14.6% | -49.5% | +34.9% | +9.8% |
| 30D | -34.3% | -63.2% | +28.9% | -5.8% |
| 3M | -36.4% | -58.5% | +22.1% | -14.4% |
| All | -57.1% | -82.2% | +25.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling