+145.0%
RCL vs NVT
+699.2%
-554.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -2.0% |
| 7D | -5.1% | +5.1% | -10.2% | -8.6% |
| 30D | -19.0% | -3.7% | -15.3% | -17.6% |
| 3M | -9.6% | -10.1% | +0.6% | -6.0% |
| 6M | -6.7% | +37.5% | -44.2% | -31.4% |
| YTD | -3.9% | +53.7% | -57.7% | -36.1% |
| 1Y | -25.1% | +70.9% | -96.0% | -55.6% |
| 3Y | +179.1% | +180.4% | -1.3% | -4.5% |
| 5Y | +243.3% | +393.5% | -150.2% | -33.9% |
| All | +145.0% | +699.2% | -554.2% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling