+13.1%
NVTS vs ROL
-31.8%
+45.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -8.9% | -5.7% |
| 7D | +3.9% | +3.0% | +1.0% | +4.7% |
| 30D | -4.3% | +19.8% | -24.1% | +0.7% |
| 3M | -34.5% | +7.9% | -42.4% | -31.8% |
| 6M | -57.7% | -25.6% | -32.1% | -57.2% |
| YTD | +25.4% | -34.1% | +59.5% | +29.9% |
| 1Y | +13.1% | -31.4% | +44.5% | +17.3% |
| All | +13.1% | -31.8% | +45.0% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling