-25.3%
NVTS vs ROL
+6.0%
-31.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -4.9% |
| 7D | +21.6% | -1.7% | +23.3% | +21.8% |
| 30D | -8.5% | +18.5% | -27.0% | -10.1% |
| 3M | -31.4% | +4.3% | -35.7% | -31.5% |
| 6M | -50.3% | -27.7% | -22.6% | -47.7% |
| YTD | +33.9% | -35.8% | +69.7% | +43.3% |
| 1Y | +10.6% | -34.1% | +44.7% | +17.8% |
| 3Y | +52.7% | +2.9% | +49.8% | +34.7% |
| 5Y | -48.5% | +12.7% | -61.2% | -60.5% |
| All | -25.3% | +6.0% | -31.3% | -42.4% |
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