+113.0%
NVTS vs RRX
+14.9%
+98.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.2% |
| 7D | +2.7% | +3.4% | -0.8% | -0.3% |
| 30D | -4.5% | -11.1% | +6.7% | +6.2% |
| 3M | -61.5% | -23.7% | -37.8% | -51.5% |
| 6M | +28.0% | -22.0% | +50.0% | +56.8% |
| YTD | +65.3% | +16.5% | +48.8% | +42.9% |
| 1Y | +113.0% | +11.5% | +101.5% | +91.9% |
| All | +113.0% | +14.9% | +98.1% | +91.9% |
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