-21.3%
NVTS vs ROP
+4.0%
-25.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.2% |
| 7D | +7.9% | -2.9% | +10.9% | +8.7% |
| 30D | +0.8% | +30.1% | -29.2% | -7.9% |
| 3M | -26.0% | +19.9% | -45.8% | -30.7% |
| 6M | -55.5% | +46.0% | -101.6% | -63.7% |
| YTD | +41.0% | +8.4% | +32.7% | +41.9% |
| 1Y | +10.4% | +8.8% | +1.6% | +10.4% |
| 3Y | +60.9% | -5.6% | +66.5% | +75.2% |
| 5Y | -42.8% | +3.0% | -45.8% | -48.8% |
| All | -21.3% | +4.0% | -25.3% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling