-30.1%
NVTS vs ROP
+4.5%
-34.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.5% |
| 7D | +3.9% | +0.7% | +3.2% | +3.7% |
| 30D | -4.3% | +28.8% | -33.1% | -12.2% |
| 3M | -34.5% | +21.1% | -55.5% | -38.9% |
| 6M | -57.7% | +52.5% | -110.3% | -66.4% |
| YTD | +25.4% | +8.9% | +16.5% | +25.9% |
| 1Y | +13.1% | +8.2% | +4.9% | +14.0% |
| 3Y | +48.9% | -5.2% | +54.1% | +61.9% |
| 5Y | -51.8% | +1.7% | -53.5% | -57.8% |
| All | -30.1% | +4.5% | -34.5% | -36.6% |
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