+225.0%
RCL vs NVTS
-15.6%
+240.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.7% |
| 7D | -5.1% | +2.7% | -7.8% | -5.4% |
| 30D | -19.0% | -4.5% | -14.6% | -18.9% |
| 3M | -9.6% | -61.5% | +51.9% | -2.2% |
| 6M | -6.7% | +28.0% | -34.7% | -13.0% |
| YTD | -3.9% | +65.3% | -69.2% | -13.9% |
| 1Y | -25.1% | +113.0% | -138.1% | -36.2% |
| 3Y | +179.1% | +34.7% | +144.4% | +140.3% |
| All | +225.0% | -15.6% | +240.6% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling