-11.6%
RKT vs NVTS
-20.2%
+8.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.4% |
| 7D | -7.2% | +0.5% | -7.7% | -7.3% |
| 30D | -7.9% | -18.0% | +10.1% | -6.3% |
| 3M | +5.2% | -45.6% | +50.8% | +10.3% |
| 6M | -14.9% | +28.5% | -43.4% | -20.8% |
| YTD | -31.9% | +56.2% | -88.0% | -38.5% |
| 1Y | -36.9% | +97.7% | -134.6% | -45.6% |
| 3Y | +35.7% | +35.0% | +0.7% | +17.0% |
| All | -11.6% | -20.2% | +8.6% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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