-30.1%
NVTS vs RRC
+129.6%
-159.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.6% |
| 7D | +3.9% | +6.4% | -2.4% | +2.2% |
| 30D | -4.3% | +23.9% | -28.2% | -10.5% |
| 3M | -34.5% | +30.2% | -64.7% | -39.8% |
| 6M | -57.7% | +26.3% | -84.0% | -61.1% |
| YTD | +25.4% | +48.1% | -22.7% | +9.3% |
| 1Y | +13.1% | +37.7% | -24.5% | +0.8% |
| 3Y | +48.9% | +60.3% | -11.4% | +23.6% |
| 5Y | -51.8% | +135.3% | -187.1% | -63.0% |
| All | -30.1% | +129.6% | -159.7% | -46.3% |
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