-23.6%
RKT vs NVT
+884.8%
-908.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.2% |
| 7D | +6.0% | +10.4% | -4.4% | +2.4% |
| 30D | +0.7% | -1.3% | +1.9% | +0.8% |
| 3M | +11.8% | -0.6% | +12.4% | +10.4% |
| 6M | -7.6% | +53.8% | -61.4% | -23.0% |
| YTD | -28.7% | +60.2% | -88.8% | -41.3% |
| 1Y | -32.6% | +76.8% | -109.3% | -46.7% |
| 3Y | +42.1% | +191.2% | -149.1% | -11.4% |
| 5Y | -7.2% | +430.9% | -438.1% | -55.3% |
| All | -23.6% | +884.8% | -908.4% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling