+113.0%
NVTS vs RBRK
+6.4%
+106.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.8% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -4.5% | +10.4% | -14.9% | -8.1% |
| 3M | -61.5% | +21.6% | -83.2% | -64.1% |
| 6M | +28.0% | +70.7% | -42.7% | +3.4% |
| YTD | +65.3% | +22.5% | +42.8% | +44.1% |
| 1Y | +113.0% | +8.2% | +104.8% | +86.8% |
| All | +113.0% | +6.4% | +106.6% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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