+45.3%
NVTS vs ROL
+1.0%
+44.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.4% |
| 7D | +9.7% | -3.4% | +13.1% | +9.3% |
| 30D | -13.6% | -6.9% | -6.7% | -14.2% |
| 3M | -51.0% | -24.6% | -26.4% | -52.3% |
| 6M | +46.3% | -39.5% | +85.9% | +39.3% |
| YTD | +68.1% | -41.1% | +109.2% | +60.2% |
| 1Y | +113.9% | -37.9% | +151.8% | +105.7% |
| 3Y | +45.3% | +0.8% | +44.5% | +19.2% |
| All | +45.3% | +1.0% | +44.3% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling