+227.1%
RCL vs NVT
+420.2%
-193.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.5% |
| 7D | -2.2% | +7.0% | -9.2% | -5.6% |
| 30D | -15.7% | -2.3% | -13.3% | -15.2% |
| 3M | -8.0% | -3.1% | -4.9% | -8.7% |
| 6M | -10.1% | +47.0% | -57.2% | -30.4% |
| YTD | -5.9% | +56.2% | -62.1% | -30.3% |
| 1Y | -23.5% | +74.5% | -98.0% | -48.1% |
| 3Y | +174.4% | +184.0% | -9.6% | +20.2% |
| 5Y | +227.1% | +410.8% | -183.6% | -16.3% |
| All | +227.1% | +420.2% | -193.0% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling