+200.5%
RCL vs NVT
+488.5%
-288.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | -1.2% | +8.0% | -9.2% | -6.4% |
| 30D | +17.8% | -24.8% | +42.6% | +36.9% |
| 3M | +4.9% | -32.4% | +37.4% | +29.0% |
| 6M | +23.7% | -33.5% | +57.2% | +49.0% |
| YTD | +17.8% | +13.2% | +4.6% | -8.7% |
| 1Y | +28.9% | +9.0% | +20.0% | +1.7% |
| 3Y | +241.9% | +129.4% | +112.5% | +24.6% |
| 5Y | +295.4% | +230.1% | +65.3% | -1.9% |
| All | +200.5% | +488.5% | -288.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling