-7.8%
NVTS vs RRC
+85.6%
-93.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | -4.5% | +10.1% | -14.6% | -7.4% |
| 3M | -61.5% | +4.0% | -65.5% | -62.2% |
| 6M | +28.0% | +1.6% | +26.4% | +26.3% |
| YTD | +65.3% | +19.7% | +45.6% | +54.3% |
| 1Y | +113.0% | +21.4% | +91.6% | +95.9% |
| 3Y | +34.7% | +29.7% | +5.0% | +19.2% |
| All | -7.8% | +85.6% | -93.4% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling