-5.8%
RKT vs NVTS
-15.6%
+9.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.7% |
| 7D | +2.1% | +2.7% | -0.6% | +1.8% |
| 30D | +1.4% | -4.5% | +5.9% | +1.7% |
| 3M | +6.3% | -61.5% | +67.8% | +15.0% |
| 6M | -15.5% | +28.0% | -43.4% | -21.2% |
| YTD | -27.4% | +65.3% | -92.6% | -34.8% |
| 1Y | -26.6% | +113.0% | -139.6% | -37.1% |
| 3Y | +41.2% | +34.7% | +6.5% | +22.8% |
| All | -5.8% | -15.6% | +9.8% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling