-27.1%
RKT vs NVT
+883.6%
-910.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.7% |
| 7D | -6.3% | +4.1% | -10.3% | -7.6% |
| 30D | -6.2% | -5.1% | -1.1% | -4.8% |
| 3M | -1.9% | -1.2% | -0.7% | -3.1% |
| 6M | -13.0% | +46.6% | -59.6% | -26.2% |
| YTD | -31.9% | +60.0% | -91.9% | -44.0% |
| 1Y | -37.6% | +70.8% | -108.4% | -50.1% |
| 3Y | +36.8% | +187.5% | -150.7% | -14.3% |
| 5Y | -9.7% | +426.1% | -435.9% | -56.5% |
| All | -27.1% | +883.6% | -910.7% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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