+43.4%
NVTS vs RRX
+5.4%
+38.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +1.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | -16.5% | -6.1% | -10.4% | -11.6% |
| 3M | -47.6% | -23.1% | -24.6% | -35.6% |
| 6M | +7.3% | -19.5% | +26.8% | +29.2% |
| YTD | +62.9% | +16.1% | +46.8% | +44.5% |
| 1Y | +91.3% | +12.9% | +78.4% | +72.9% |
| 3Y | +43.4% | +7.9% | +35.5% | +50.0% |
| All | +43.4% | +5.4% | +38.0% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling