-7.8%
NVTS vs ROL
-0.3%
-7.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.3% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | -4.5% | -4.1% | -0.4% | -3.9% |
| 3M | -61.5% | -22.5% | -39.0% | -60.3% |
| 6M | +28.0% | -37.7% | +65.6% | +37.2% |
| YTD | +65.3% | -39.6% | +104.8% | +77.5% |
| 1Y | +113.0% | -36.0% | +149.0% | +125.4% |
| 3Y | +34.7% | -5.1% | +39.8% | +20.2% |
| All | -7.8% | -0.3% | -7.5% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling