-10.8%
NVTS vs ROP
+10.4%
-21.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.9% | +5.1% | +11.9% |
| 7D | -0.3% | +11.7% | -12.0% | +8.6% |
| 30D | -24.4% | +35.5% | -59.8% | -4.5% |
| 3M | -26.5% | +25.6% | -52.1% | -11.9% |
| 6M | -41.4% | +39.3% | -80.7% | -19.5% |
| YTD | +30.7% | +11.6% | +19.0% | +77.6% |
| 1Y | -10.8% | +10.6% | -21.4% | +22.1% |
| All | -10.8% | +10.4% | -21.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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