-21.3%
NVTS vs ROL
+7.5%
-28.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +7.9% | +0.8% | +7.2% | +7.8% |
| 30D | +0.8% | +20.6% | -19.8% | -1.1% |
| 3M | -26.0% | +4.5% | -30.4% | -26.0% |
| 6M | -55.5% | -26.5% | -29.0% | -53.2% |
| YTD | +41.0% | -34.8% | +75.9% | +50.7% |
| 1Y | +10.4% | -33.2% | +43.6% | +17.4% |
| 3Y | +60.9% | +4.5% | +56.4% | +41.6% |
| 5Y | -42.8% | +15.5% | -58.3% | -56.3% |
| All | -21.3% | +7.5% | -28.9% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling