+218.3%
RCL vs NVTS
-17.0%
+235.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | -2.2% | +3.5% | -5.7% | -2.5% |
| 30D | -15.7% | -11.9% | -3.7% | -14.8% |
| 3M | -8.0% | -49.2% | +41.3% | -2.9% |
| 6M | -10.1% | +38.4% | -48.6% | -16.9% |
| YTD | -5.9% | +62.5% | -68.4% | -15.5% |
| 1Y | -23.5% | +101.4% | -124.9% | -34.5% |
| 3Y | +174.4% | +40.4% | +133.9% | +132.6% |
| All | +218.3% | -17.0% | +235.4% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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