-7.8%
NVTS vs RL
+224.7%
-232.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +4.5% |
| 7D | +2.7% | -0.8% | +3.5% | +3.4% |
| 30D | -4.5% | -7.8% | +3.3% | +1.8% |
| 3M | -61.5% | -4.0% | -57.5% | -60.6% |
| 6M | +28.0% | -1.9% | +29.9% | +26.6% |
| YTD | +65.3% | -0.2% | +65.4% | +58.9% |
| 1Y | +113.0% | +10.7% | +102.3% | +84.5% |
| 3Y | +34.7% | +210.8% | -176.1% | -52.9% |
| All | -7.8% | +224.7% | -232.5% | -70.1% |
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