-9.4%
NVTS vs RRC
+84.5%
-93.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | +3.5% | -1.7% | +5.2% | +4.0% |
| 30D | -11.9% | +3.6% | -15.5% | -12.9% |
| 3M | -49.2% | +8.8% | -58.1% | -51.0% |
| 6M | +38.4% | +0.8% | +37.6% | +36.9% |
| YTD | +62.5% | +19.0% | +43.5% | +51.9% |
| 1Y | +101.4% | +22.9% | +78.5% | +84.5% |
| 3Y | +40.4% | +32.3% | +8.1% | +23.5% |
| All | -9.4% | +84.5% | -93.8% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling