-24.5%
RCL vs NVT
+71.6%
-96.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.6% |
| 7D | -1.9% | +4.1% | -6.0% | -2.9% |
| 30D | -15.5% | -5.1% | -10.4% | -14.7% |
| 3M | -9.7% | -1.2% | -8.5% | -10.0% |
| 6M | -8.7% | +46.6% | -55.3% | -19.1% |
| YTD | -5.8% | +60.0% | -65.7% | -17.7% |
| 1Y | -24.5% | +70.8% | -95.2% | -33.1% |
| All | -24.5% | +71.6% | -96.1% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling