+43.0%
NVTS vs RL
+214.6%
-171.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +4.6% |
| 7D | +2.7% | -0.8% | +3.5% | +3.4% |
| 30D | -4.5% | -7.8% | +3.3% | +1.7% |
| 3M | -61.5% | -4.0% | -57.5% | -60.6% |
| 6M | +28.0% | -1.9% | +29.9% | +26.3% |
| YTD | +65.3% | -0.2% | +65.4% | +58.1% |
| 1Y | +113.0% | +10.7% | +102.3% | +82.0% |
| All | +43.0% | +214.6% | -171.6% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling