+39.3%
RIG vs NVTS
-17.0%
+56.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.6% |
| 7D | -8.2% | +3.5% | -11.7% | -8.4% |
| 30D | -0.2% | -11.9% | +11.7% | +0.5% |
| 3M | -2.7% | -49.2% | +46.5% | +1.0% |
| 6M | -7.5% | +38.4% | -45.9% | -12.5% |
| YTD | +38.3% | +62.5% | -24.2% | +28.0% |
| 1Y | +81.8% | +101.4% | -19.5% | +63.3% |
| 3Y | -30.2% | +40.4% | -70.6% | -36.9% |
| All | +39.3% | -17.0% | +56.3% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling