+91.3%
NVTS vs RNG
+128.1%
-36.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -1.4% | -6.1% | +4.7% | -1.9% |
| 30D | -16.5% | +9.6% | -26.1% | -16.1% |
| 3M | -47.6% | +83.3% | -131.0% | -46.4% |
| 6M | +7.3% | +77.9% | -70.7% | +9.3% |
| YTD | +62.9% | +139.9% | -77.0% | +53.9% |
| 1Y | +91.3% | +121.7% | -30.4% | +86.3% |
| All | +91.3% | +128.1% | -36.8% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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