+43.0%
NVTS vs ROP
-18.8%
+61.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.4% |
| 7D | +3.5% | -6.1% | +9.6% | +3.2% |
| 30D | -11.9% | -3.4% | -8.6% | -12.1% |
| 3M | -49.2% | +16.7% | -65.9% | -50.5% |
| 6M | +38.4% | +8.1% | +30.4% | +39.1% |
| YTD | +62.5% | -11.7% | +74.1% | +81.6% |
| 1Y | +101.4% | -24.2% | +125.6% | +147.9% |
| All | +43.0% | -18.8% | +61.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling