-9.4%
NVTS vs RRX
+14.1%
-23.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -1.1% |
| 7D | +3.5% | -0.7% | +4.2% | +4.2% |
| 30D | -11.9% | -8.0% | -4.0% | -4.8% |
| 3M | -49.2% | -25.1% | -24.2% | -34.9% |
| 6M | +38.4% | -18.3% | +56.7% | +66.6% |
| YTD | +62.5% | +14.2% | +48.3% | +41.7% |
| 1Y | +101.4% | +13.0% | +88.3% | +76.5% |
| 3Y | +40.4% | +4.2% | +36.2% | +30.6% |
| All | -9.4% | +14.1% | -23.5% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling