+113.0%
NVTS vs ROP
-21.5%
+134.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +9.9% | +3.9% |
| 7D | +2.7% | -4.4% | +7.1% | -0.3% |
| 30D | -4.5% | +3.2% | -7.7% | -2.1% |
| 3M | -61.5% | +23.1% | -84.6% | -56.0% |
| 6M | +28.0% | +13.3% | +14.7% | +49.0% |
| YTD | +65.3% | -7.9% | +73.1% | +93.4% |
| 1Y | +113.0% | -22.1% | +135.1% | +182.5% |
| All | +113.0% | -21.5% | +134.5% | +182.5% |
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