+105.7%
NVTS vs ROL
-38.5%
+144.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.6% |
| 7D | +3.5% | -3.3% | +6.8% | +2.6% |
| 30D | -11.9% | -7.2% | -4.7% | -13.4% |
| 3M | -49.2% | -27.0% | -22.3% | -52.6% |
| 6M | +38.4% | -39.5% | +77.9% | +21.6% |
| YTD | +62.5% | -41.8% | +104.3% | +45.8% |
| All | +105.7% | -38.5% | +144.2% | +97.8% |
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