-10.8%
NVTS vs RRX
+30.0%
-40.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.6% | +12.6% | +12.1% |
| 7D | -0.3% | +7.6% | -7.9% | -7.1% |
| 30D | -24.4% | +7.5% | -31.9% | -29.1% |
| 3M | -26.5% | -21.0% | -5.4% | -12.6% |
| 6M | -41.4% | -18.1% | -23.3% | -31.7% |
| YTD | +30.7% | +24.3% | +6.4% | +18.0% |
| 1Y | -10.8% | +29.3% | -40.1% | -19.1% |
| All | -10.8% | +30.0% | -40.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling