-6.3%
NVTS vs RL
+221.0%
-227.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.7% |
| 7D | +9.7% | +1.9% | +7.8% | +7.9% |
| 30D | -13.6% | -12.2% | -1.4% | -3.8% |
| 3M | -51.0% | -6.6% | -44.3% | -48.6% |
| 6M | +46.3% | +3.2% | +43.2% | +37.9% |
| YTD | +68.1% | -1.3% | +69.4% | +63.2% |
| 1Y | +113.9% | +13.6% | +100.3% | +80.8% |
| 3Y | +45.3% | +210.9% | -165.6% | -49.2% |
| All | -6.3% | +221.0% | -227.3% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling