-27.1%
RKT vs NVS
+106.1%
-133.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -6.3% | -14.3% | +8.0% | +1.0% |
| 30D | -6.2% | -10.0% | +3.8% | -1.9% |
| 3M | -1.9% | -10.9% | +9.0% | +2.6% |
| 6M | -13.0% | -12.0% | -1.0% | -8.2% |
| YTD | -31.9% | +2.5% | -34.4% | -34.2% |
| 1Y | -37.6% | +10.7% | -48.2% | -42.5% |
| 3Y | +36.8% | +53.3% | -16.5% | +2.4% |
| 5Y | -9.7% | +93.6% | -103.3% | -44.3% |
| All | -27.1% | +106.1% | -133.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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