+43.0%
NVTS vs RNG
+122.1%
-79.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +3.5% | -4.1% | +7.5% | +4.3% |
| 30D | -11.9% | +8.6% | -20.6% | -14.4% |
| 3M | -49.2% | +78.0% | -127.2% | -58.4% |
| 6M | +38.4% | +67.0% | -28.6% | +13.2% |
| YTD | +62.5% | +142.4% | -80.0% | +5.7% |
| 1Y | +101.4% | +120.4% | -19.1% | +37.7% |
| All | +43.0% | +122.1% | -79.0% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling