-26.7%
NVTS vs RL
+270.5%
-297.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +9.6% | +1.3% | +8.3% | +9.4% |
| 30D | -13.0% | +7.6% | -20.6% | -17.7% |
| 3M | -28.8% | -1.5% | -27.3% | -27.6% |
| 6M | -48.5% | +12.1% | -60.5% | -54.1% |
| YTD | +31.4% | +13.9% | +17.5% | +13.3% |
| 1Y | -2.3% | +20.7% | -22.9% | -20.7% |
| 3Y | +49.8% | +260.6% | -210.7% | -53.5% |
| 5Y | -43.2% | +248.9% | -292.0% | -84.0% |
| All | -26.7% | +270.5% | -297.2% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling