-6.3%
NVTS vs RNG
-71.1%
+64.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +3.5% |
| 7D | +9.7% | -0.8% | +10.5% | +9.7% |
| 30D | -13.6% | +11.4% | -25.0% | -18.3% |
| 3M | -51.0% | +72.1% | -123.1% | -63.4% |
| 6M | +46.3% | +67.9% | -21.6% | +6.7% |
| YTD | +68.1% | +144.3% | -76.3% | -6.1% |
| 1Y | +113.9% | +117.5% | -3.6% | +26.8% |
| 3Y | +45.3% | +123.9% | -78.6% | -20.4% |
| All | -6.3% | -71.1% | +64.9% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling