-23.6%
RKT vs NVS
+106.9%
-130.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.9% | +12.2% | +5.6% |
| 7D | +6.0% | -14.6% | +20.6% | +14.5% |
| 30D | +0.7% | -11.9% | +12.6% | +6.5% |
| 3M | +11.8% | -6.0% | +17.8% | +13.3% |
| 6M | -7.6% | -11.4% | +3.8% | -2.8% |
| YTD | -28.7% | +2.9% | -31.6% | -31.3% |
| 1Y | -32.6% | +10.2% | -42.8% | -37.7% |
| 3Y | +42.1% | +55.3% | -13.2% | +5.5% |
| 5Y | -7.2% | +89.6% | -96.8% | -41.6% |
| All | -23.6% | +106.9% | -130.5% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling