+56.1%
NVTS vs RRC
+58.0%
-1.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -6.9% | -3.2% |
| 7D | +9.6% | -5.2% | +14.8% | +10.9% |
| 30D | -13.0% | +25.2% | -38.2% | -18.1% |
| 3M | -28.8% | +27.4% | -56.2% | -33.4% |
| 6M | -48.5% | +27.0% | -75.5% | -52.1% |
| YTD | +31.4% | +46.3% | -14.9% | +15.8% |
| 1Y | -2.3% | +37.1% | -39.4% | -12.0% |
| All | +56.1% | +58.0% | -1.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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