+301.8%
RCL vs NVT
+243.7%
+58.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -3.1% |
| 7D | +0.6% | +3.5% | -2.9% | -1.6% |
| 30D | +19.4% | -28.2% | +47.6% | +36.1% |
| 3M | +9.8% | -30.1% | +39.8% | +25.4% |
| 6M | +28.6% | -32.5% | +61.1% | +47.1% |
| YTD | +22.2% | +15.2% | +7.0% | +1.0% |
| 1Y | +29.7% | +7.2% | +22.5% | +11.1% |
| 3Y | +265.3% | +134.2% | +131.1% | +61.9% |
| 5Y | +301.8% | +238.3% | +63.4% | +12.6% |
| All | +301.8% | +243.7% | +58.0% | +12.6% |
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