-10.8%
NVTS vs RL
+34.3%
-45.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.5% | +4.5% | +6.7% |
| 7D | -0.3% | +5.8% | -6.1% | -3.0% |
| 30D | -24.4% | +12.7% | -37.1% | -28.7% |
| 3M | -26.5% | +9.3% | -35.8% | -30.0% |
| 6M | -41.4% | +16.9% | -58.3% | -46.0% |
| YTD | +30.7% | +17.5% | +13.2% | +12.9% |
| 1Y | -10.8% | +34.6% | -45.4% | -33.6% |
| All | -10.8% | +34.3% | -45.1% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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