-12.9%
NVTS vs ROP
-15.6%
+2.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | +0.5% | -8.0% | +8.4% | +3.4% |
| 30D | -18.0% | -2.7% | -15.3% | -17.5% |
| 3M | -45.6% | +16.6% | -62.2% | -51.2% |
| 6M | +28.5% | +10.4% | +18.1% | +18.0% |
| YTD | +56.2% | -12.1% | +68.2% | +69.0% |
| 1Y | +97.7% | -23.6% | +121.3% | +139.3% |
| 3Y | +35.0% | -19.3% | +54.3% | +50.0% |
| All | -12.9% | -15.6% | +2.7% | -14.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling