+36.9%
RKT vs NVS
+54.6%
-17.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.2% | -15.7% | +8.5% | -0.3% |
| 30D | -7.9% | -11.1% | +3.2% | -3.7% |
| 3M | +5.2% | -7.2% | +12.4% | +6.8% |
| 6M | -14.9% | -12.3% | -2.6% | -10.8% |
| YTD | -31.9% | +2.8% | -34.6% | -34.0% |
| 1Y | -36.9% | +11.9% | -48.8% | -41.6% |
| All | +36.9% | +54.6% | -17.7% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling