+38.3%
RIG vs NVTS
-16.8%
+55.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.0% |
| 7D | -3.1% | -1.4% | -1.6% | -3.0% |
| 30D | -0.5% | -16.5% | +16.0% | +0.5% |
| 3M | -6.0% | -47.6% | +41.7% | -2.6% |
| 6M | -10.1% | +7.3% | -17.4% | -13.3% |
| YTD | +37.3% | +62.9% | -25.6% | +27.1% |
| 1Y | +73.9% | +91.3% | -17.4% | +56.8% |
| 3Y | -30.2% | +43.4% | -73.6% | -37.1% |
| All | +38.3% | -16.8% | +55.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling