-7.8%
NVTS vs RBA
+33.3%
-41.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.1% |
| 7D | +2.7% | -2.9% | +5.6% | +4.3% |
| 30D | -4.5% | -12.3% | +7.8% | +2.0% |
| 3M | -61.5% | -20.5% | -41.0% | -57.4% |
| 6M | +28.0% | -18.5% | +46.5% | +40.2% |
| YTD | +65.3% | -18.2% | +83.5% | +80.2% |
| 1Y | +113.0% | -27.5% | +140.5% | +147.5% |
| 3Y | +34.7% | +38.1% | -3.4% | +7.9% |
| All | -7.8% | +33.3% | -41.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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