+281.6%
RCL vs NVTS
-38.4%
+319.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.3% | -8.3% | +1.9% |
| 7D | +5.0% | +20.8% | -15.9% | +2.9% |
| 30D | +19.4% | -11.1% | +30.5% | +20.2% |
| 3M | +5.9% | -31.0% | +37.0% | +8.9% |
| 6M | +23.8% | -47.4% | +71.2% | +27.6% |
| YTD | +22.8% | +34.2% | -11.4% | +11.6% |
| 1Y | +34.3% | +22.2% | +12.1% | +22.5% |
| 3Y | +276.4% | +68.4% | +208.1% | +191.3% |
| 5Y | +281.6% | -39.0% | +320.6% | +175.5% |
| All | +281.6% | -38.4% | +319.9% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling